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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 | 0.46% | 108.17 % | 108.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,850 CHF | 543,350 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.46% | 108.17 % | 108.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,850 CHF | 543,350 CHF | 89.39% | 89.39% |
| 18/11/2024 | 0.46% | 108.16 % | 108.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,800 CHF | 543,300 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.46% | 108.16 % | 108.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,800 CHF | 543,300 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.46% | 108.16 % | 108.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,800 CHF | 543,300 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.46% | 108.15 % | 108.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,750 CHF | 543,250 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.46% | 108.14 % | 108.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,700 CHF | 543,200 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.46% | 108.14 % | 108.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,700 CHF | 543,200 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.46% | 108.14 % | 108.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,700 CHF | 543,200 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.46% | 108.14 % | 108.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,695 CHF | 543,195 CHF | 100.00% | 100.00% |
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