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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 | 0.31% | 97.70 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,874 CHF | 491,374 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.31% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,829 CHF | 492,329 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 98.20 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,256 CHF | 491,756 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.31% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,951 CHF | 490,451 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 98.70 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,547 CHF | 492,047 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.31% | 97.20 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,315 CHF | 485,815 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 96.70 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,551 CHF | 487,051 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 97.70 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,789 CHF | 491,289 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,064 CHF | 492,564 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 499,561 | 495,143 CHF | 496,207 CHF | 99.23% | 99.23% |
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