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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 | 0.21% | 95.30 % | 95.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 479,472 CHF | 96,094 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.42% | 95.60 % | 96.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 478,207 CHF | 96,041 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.41% | 96.40 % | 96.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 482,853 CHF | 96,971 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.21% | 97.00 % | 97.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 486,519 CHF | 97,504 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 98.60 % | 98.80 % | 500,000 | 100,000 | 499,556 | 99,911 | 491,929 CHF | 98,586 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.40% | 98.70 % | 99.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 494,070 CHF | 99,214 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.40% | 98.60 % | 99.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 493,474 CHF | 99,095 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 99.20 % | 99.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 495,948 CHF | 99,390 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.20% | 98.70 % | 98.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 493,940 CHF | 98,988 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.40% | 99.10 % | 99.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 494,837 CHF | 99,367 CHF | 99.76% | 99.76% |
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