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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,901 CHF | 492,901 CHF | 99.90% | 99.90% |
| 20/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,201 CHF | 492,201 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,968 CHF | 490,968 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,328 CHF | 492,328 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,732 CHF | 487,732 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,284 CHF | 490,284 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,586 CHF | 483,586 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,074 CHF | 485,074 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,959 CHF | 488,959 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,178 CHF | 489,178 CHF | 100.00% | 100.00% |
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