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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 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,527 CHF | 504,527 CHF | 98.59% | 98.59% |
| 19/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,996 CHF | 504,996 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 505,500 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 505,500 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,080 CHF | 505,080 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,644 CHF | 504,644 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,976 CHF | 505,976 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 506,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 505,500 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 505,500 CHF | 100.00% | 100.00% |
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