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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 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,482 CHF | 507,482 CHF | 98.59% | 98.59% |
| 19/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,585 CHF | 504,585 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,242 CHF | 507,242 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,666 CHF | 504,666 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,648 CHF | 503,648 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,990 CHF | 502,990 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,198 CHF | 504,198 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,572 CHF | 509,572 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,302 CHF | 508,302 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,872 CHF | 507,872 CHF | 100.00% | 100.00% |
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