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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.53% | 93.75 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,583 CHF | 471,083 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.53% | 93.90 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,946 CHF | 472,446 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.53% | 93.60 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,501 CHF | 472,001 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 94.10 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,242 CHF | 471,742 CHF | 89.39% | 89.39% |
| 18/11/2024 | 0.53% | 94.16 % | 94.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,616 CHF | 472,116 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.53% | 93.54 % | 94.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,982 CHF | 470,482 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 94.45 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,913 CHF | 470,413 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.54% | 92.27 % | 92.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,396 CHF | 461,896 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.54% | 91.71 % | 92.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,271 CHF | 464,771 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.53% | 92.94 % | 93.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,243 CHF | 469,743 CHF | 100.00% | 100.00% |
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