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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% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,438 CHF | 481,438 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,210 CHF | 481,210 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,432 CHF | 481,432 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,733 CHF | 479,733 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,235 CHF | 476,235 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,824 CHF | 478,824 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,168 CHF | 481,168 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 96.10 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,924 CHF | 487,924 CHF | 99.92% | 99.92% |
| 08/11/2024 | 1.02% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,545 CHF | 491,545 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,568 CHF | 496,568 CHF | 98.74% | 98.74% |
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