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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.47% | 106.70 % | 107.20 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,920,600 CHF | 536,000 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.47% | 106.68 % | 107.18 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,920,270 CHF | 535,907 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 106.59 % | 107.09 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,918,050 CHF | 535,291 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.47% | 106.56 % | 107.06 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,917,570 CHF | 535,159 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.47% | 106.27 % | 106.77 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,917,700 CHF | 535,194 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.47% | 106.66 % | 107.16 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,919,770 CHF | 535,768 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.47% | 106.64 % | 107.14 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,919,190 CHF | 535,608 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.47% | 106.62 % | 107.12 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,919,240 CHF | 535,621 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.47% | 106.60 % | 107.10 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,918,940 CHF | 535,540 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.47% | 106.56 % | 107.06 % | 1,800,000 | 500,000 | 1,800,000 | 500,000 | 1,917,940 CHF | 535,261 CHF | 99.84% | 99.84% |
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