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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 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,581 CHF | 485,581 CHF | 97.94% | 97.94% |
| 19/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,704 CHF | 484,704 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,604 CHF | 489,604 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,908 CHF | 489,908 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,007 CHF | 490,007 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,801 CHF | 485,801 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,779 CHF | 486,779 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,318 CHF | 491,318 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,000 CHF | 486,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,406 CHF | 494,406 CHF | 99.23% | 99.23% |
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