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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 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,423 CHF | 480,923 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,589 CHF | 481,089 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,195 CHF | 483,695 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,961 CHF | 484,461 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 97.30 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,597 CHF | 487,347 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.57% | 96.75 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,402 CHF | 487,152 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.56% | 96.85 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,478 CHF | 488,228 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,709 CHF | 490,209 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,673 CHF | 488,173 CHF | 99.14% | 99.14% |
| 07/11/2024 | 0.61% | 97.40 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,613 CHF | 490,613 CHF | 40.72% | 40.72% |
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