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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 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,321 CHF | 507,321 CHF | 98.59% | 98.59% |
| 19/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,301 CHF | 505,301 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,305 CHF | 507,305 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,160 CHF | 507,160 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,996 CHF | 506,996 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,920 CHF | 505,920 CHF | 99.83% | 99.83% |
| 12/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,688 CHF | 506,688 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,739 CHF | 508,739 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,324 CHF | 507,324 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,467 CHF | 508,467 CHF | 99.23% | 99.23% |
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