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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 | 1.33% | 83.90 % | 85.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,512 CHF | 427,142 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.28% | 84.80 % | 85.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,870 CHF | 431,371 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.15% | 87.50 % | 88.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,630 CHF | 441,658 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.17% | 87.10 % | 88.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,117 CHF | 444,273 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.16% | 89.10 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,108 CHF | 449,297 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.25% | 87.60 % | 88.70 % | 500,000 | 500,000 | 499,354 | 500,000 | 438,075 CHF | 444,143 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.22% | 89.00 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,790 CHF | 452,289 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.10% | 90.30 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,377 CHF | 458,377 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.09% | 90.50 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,715 CHF | 457,656 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.98% | 91.10 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,919 CHF | 461,419 CHF | 99.24% | 99.24% |
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