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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 | 0.88% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,916 CHF | 455,916 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.88% | 91.10 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,901 CHF | 454,901 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.07% | 92.60 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,966 CHF | 467,966 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 92.90 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,681 CHF | 471,681 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,589 CHF | 465,589 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,582 CHF | 470,582 CHF | 99.86% | 99.86% |
| 12/11/2024 | 1.06% | 93.40 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,080 CHF | 476,080 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,375 CHF | 494,375 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,314 CHF | 488,314 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,463 CHF | 497,463 CHF | 99.04% | 99.04% |
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