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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 | 1.01% | 98.65 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,097 CHF | 499,097 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.01% | 98.65 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,070 CHF | 498,070 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 98.95 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,322 CHF | 499,322 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,751 CHF | 499,751 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,641 CHF | 500,641 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.15 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,540 CHF | 500,540 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 98.65 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,967 CHF | 498,967 CHF | 96.09% | 96.09% |
| 11/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,619 CHF | 500,619 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,036 CHF | 500,036 CHF | 87.00% | 87.00% |
| 07/11/2024 | 1.00% | 99.15 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,705 CHF | 500,705 CHF | 40.72% | 40.72% |
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