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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 | 0.54% | 92.69 % | 93.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,209 CHF | 467,709 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.54% | 92.54 % | 93.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,695 CHF | 467,195 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.53% | 94.35 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,662 CHF | 474,162 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.52% | 93.31 % | 93.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,384 CHF | 477,884 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 95.62 % | 96.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,736 CHF | 482,236 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,789 CHF | 480,289 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.52% | 95.88 % | 96.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,984 CHF | 482,484 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.52% | 96.58 % | 97.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,993 CHF | 486,493 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,587 CHF | 485,087 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.52% | 96.78 % | 97.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,873 CHF | 486,373 CHF | 99.99% | 99.99% |
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