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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 | 1.30% | 82.25 % | 83.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,526 CHF | 427,026 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.27% | 84.35 % | 85.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,154 CHF | 417,404 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 86.90 % | 87.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,830 CHF | 441,080 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.06% | 88.05 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,069 CHF | 448,819 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.26% | 87.25 % | 88.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,136 CHF | 437,636 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.27% | 85.00 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,434 CHF | 434,934 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.04% | 84.95 % | 85.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,056 CHF | 435,556 CHF | 99.58% | 99.58% |
| 11/11/2024 | 0.95% | 88.80 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,707 CHF | 444,913 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 87.10 % | 87.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,993 CHF | 439,493 CHF | 99.65% | 99.65% |
| 07/11/2024 | 0.56% | 89.35 % | 89.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,314 CHF | 447,814 CHF | 40.72% | 40.72% |
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