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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 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,543 CHF | 481,543 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,406 CHF | 482,406 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,209 CHF | 483,209 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,898 CHF | 482,898 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,821 CHF | 483,821 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,001 CHF | 479,001 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,092 CHF | 480,092 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,675 CHF | 483,675 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 497,287 | 479,969 CHF | 481,338 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,054 CHF | 486,054 CHF | 99.24% | 99.24% |
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