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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 | 0.40% | 84.10 % | 85.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,472 CHF | 428,198 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.78% | 84.70 % | 85.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,106 CHF | 423,393 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.77% | 84.50 % | 85.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,243 CHF | 425,494 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.58% | 84.90 % | 85.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,704 CHF | 429,204 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.35% | 86.70 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,865 CHF | 430,365 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.55% | 84.70 % | 85.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,710 CHF | 424,034 CHF | 99.27% | 99.27% |
| 12/11/2024 | 0.35% | 85.10 % | 85.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,163 CHF | 429,663 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.34% | 86.90 % | 87.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,182 CHF | 436,682 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.35% | 86.70 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,813 CHF | 435,313 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.34% | 88.10 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,795 CHF | 444,295 CHF | 99.24% | 99.24% |
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