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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 143,079 | 143,079 | 142,079 CHF | 143,223 CHF | 98.58% | 98.58% |
| 19/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 148,199 | 148,199 | 146,772 CHF | 148,254 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 148,347 | 148,347 | 147,058 CHF | 148,541 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,256 | 148,256 | 147,560 CHF | 148,746 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,186 | 148,186 | 147,440 CHF | 148,626 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 148,169 | 148,169 | 146,705 CHF | 148,187 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 148,331 | 148,331 | 147,222 CHF | 148,705 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 148,351 | 148,351 | 147,843 CHF | 149,029 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,203 | 148,203 | 147,300 CHF | 148,486 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 149,039 | 149,039 | 147,871 CHF | 149,362 CHF | 99.24% | 99.24% |
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