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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 | 1.39% | 85.30 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,259 CHF | 434,259 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.37% | 85.70 % | 86.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,676 CHF | 436,598 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.24% | 88.00 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,212 CHF | 444,712 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.24% | 87.30 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,784 CHF | 445,284 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.24% | 88.70 % | 89.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,227 CHF | 447,755 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.26% | 87.40 % | 88.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,019 CHF | 442,542 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.24% | 87.90 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,697 CHF | 447,197 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.11% | 89.30 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,609 CHF | 453,609 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.11% | 89.60 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,923 CHF | 452,923 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.10% | 90.00 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,844 CHF | 456,840 CHF | 99.24% | 99.24% |
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