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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.14% | 87.90 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,190 CHF | 440,190 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.92% | 87.00 % | 87.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,672 CHF | 436,672 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.13% | 87.70 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,008 CHF | 446,008 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.13% | 88.60 % | 89.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,541 CHF | 445,541 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,094 CHF | 451,094 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,554 CHF | 452,554 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.12% | 89.40 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,587 CHF | 449,587 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.12% | 89.00 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,331 CHF | 450,331 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.88% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,142 CHF | 456,142 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,300 CHF | 467,300 CHF | 100.00% | 100.00% |
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