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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 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,988 CHF | 505,988 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 506,500 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,247 CHF | 506,247 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 505,500 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,071 CHF | 505,071 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,905 CHF | 505,905 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,661 CHF | 505,661 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 505,500 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,206 CHF | 505,206 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,919 CHF | 505,919 CHF | 99.24% | 99.24% |
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