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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 | 1.05% | 103.10 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,721 CHF | 524,221 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.06% | 103.00 % | 104.10 % | 500,000 | 500,000 | 499,961 | 500,000 | 515,192 CHF | 520,732 CHF | 99.86% | 99.86% |
| 18/11/2024 | 1.05% | 104.30 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,224 CHF | 525,724 CHF | 99.93% | 99.93% |
| 15/11/2024 | 1.05% | 104.00 % | 105.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,419 CHF | 528,919 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.04% | 106.30 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,703 CHF | 533,203 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.04% | 105.10 % | 106.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,516 CHF | 530,016 CHF | 99.89% | 99.89% |
| 12/11/2024 | 1.03% | 105.20 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,524 CHF | 537,024 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 107.90 % | 109.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 539,800 CHF | 545,300 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 106.50 % | 107.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,110 CHF | 539,610 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.01% | 108.10 % | 109.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,526 CHF | 547,026 CHF | 100.00% | 100.00% |
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