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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 | 0.30% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,659 CHF | 493,159 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.31% | 97.20 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,454 CHF | 486,954 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 97.30 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,762 CHF | 489,262 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.30% | 97.70 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,848 CHF | 493,348 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,639 CHF | 497,139 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,459 CHF | 500,959 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 499,738 | 499,738 | 502,850 CHF | 504,351 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,812 CHF | 493,312 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 96.50 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,064 CHF | 488,564 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.31% | 97.40 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,810 CHF | 489,310 CHF | 99.24% | 99.24% |
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