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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 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 499,468 | 493,374 CHF | 496,845 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,709 CHF | 493,709 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,144 CHF | 493,144 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,455 CHF | 496,455 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,168 CHF | 504,168 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,297 CHF | 505,297 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,863 CHF | 508,863 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,778 CHF | 507,778 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,901 CHF | 501,901 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,612 CHF | 502,612 CHF | 99.23% | 99.23% |
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