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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 | 0.54% | 92.50 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,636 CHF | 468,136 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.54% | 92.60 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,255 CHF | 467,755 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.53% | 93.70 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,141 CHF | 468,641 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 93.00 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,912 CHF | 469,412 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 94.00 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,193 CHF | 471,693 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.54% | 92.10 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,886 CHF | 464,386 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 93.00 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,250 CHF | 469,750 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.53% | 94.60 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,150 CHF | 476,650 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.52% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,733 CHF | 479,233 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 499,200 | 500,000 | 482,861 CHF | 486,139 CHF | 99.24% | 99.24% |
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