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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 | 0.86% | 101.30 % | 102.10 % | 500,000 | 500,000 | 476,768 | 476,768 | 483,316 CHF | 487,166 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 499,309 | 499,309 | 505,532 CHF | 509,529 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 101.20 % | 102.20 % | 500,000 | 500,000 | 487,835 | 487,835 | 493,292 CHF | 498,225 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 493,460 | 493,460 | 498,931 CHF | 503,893 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,495 CHF | 509,495 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 498,668 | 498,668 | 504,153 CHF | 508,147 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 497,409 | 497,409 | 502,116 CHF | 507,100 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 101.10 % | 102.10 % | 500,000 | 500,000 | 492,335 | 492,335 | 497,341 CHF | 502,296 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 100.90 % | 101.70 % | 500,000 | 500,000 | 485,942 | 485,942 | 490,676 CHF | 494,621 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 498,237 | 498,237 | 503,015 CHF | 507,008 CHF | 99.24% | 99.24% |
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