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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 | 0.90% | 100.90 % | 101.70 % | 500,000 | 500,000 | 454,641 | 454,641 | 458,376 CHF | 462,070 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.80% | 100.80 % | 101.60 % | 500,000 | 500,000 | 494,403 | 494,403 | 497,378 CHF | 501,361 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.50 % | 101.30 % | 500,000 | 500,000 | 492,458 | 492,458 | 495,546 CHF | 499,523 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.80 % | 101.60 % | 500,000 | 500,000 | 492,167 | 492,167 | 496,830 CHF | 500,805 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,230 CHF | 511,230 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,828 CHF | 510,828 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,826 CHF | 509,826 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,438 CHF | 511,438 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,846 CHF | 509,846 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,431 CHF | 509,431 CHF | 99.23% | 99.23% |
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