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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 | 1.27% | 87.60 % | 88.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,144 CHF | 445,758 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.25% | 87.90 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,758 CHF | 442,253 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.11% | 88.30 % | 89.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,798 CHF | 446,728 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.03% | 88.90 % | 89.90 % | 500,000 | 500,000 | 500,000 | 499,974 | 447,980 CHF | 452,586 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.15% | 88.50 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,793 CHF | 447,927 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.33% | 89.30 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,249 CHF | 455,266 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.17% | 90.60 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,950 CHF | 460,316 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.53% | 94.60 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,945 CHF | 476,445 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 93.50 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,334 CHF | 470,834 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,669 CHF | 481,169 CHF | 99.04% | 99.04% |
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