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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 | 0.32% | 96.30 % | 96.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,269 CHF | 485,818 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.32% | 96.10 % | 96.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,670 CHF | 482,220 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.32% | 96.10 % | 96.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,343 CHF | 480,893 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,539 CHF | 482,039 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,543 CHF | 482,093 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 94.10 % | 94.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,875 CHF | 471,431 CHF | 99.27% | 99.27% |
| 12/11/2024 | 0.33% | 94.30 % | 94.61 % | 500,000 | 500,000 | 500,000 | 499,980 | 472,635 CHF | 474,166 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,401 CHF | 482,951 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 95.40 % | 95.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,431 CHF | 479,981 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 96.40 % | 96.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,308 CHF | 484,858 CHF | 99.23% | 99.23% |
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