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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 | 0.85% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,816 CHF | 470,816 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,468 CHF | 472,468 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,924 CHF | 472,924 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 93.20 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,054 CHF | 470,054 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,895 CHF | 469,895 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 93.90 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,773 CHF | 470,773 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,260 CHF | 473,260 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,357 CHF | 480,357 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,913 CHF | 479,913 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,268 CHF | 484,268 CHF | 99.23% | 99.23% |
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