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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 | 1.05% | 94.60 % | 95.60 % | 500,000 | 500,000 | 498,678 | 498,636 | 473,567 CHF | 478,516 CHF | 97.94% | 97.94% |
| 19/11/2024 | 1.05% | 94.30 % | 95.30 % | 500,000 | 500,000 | 496,668 | 496,668 | 471,247 CHF | 476,226 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 498,105 | 498,105 | 467,968 CHF | 471,960 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 92.70 % | 93.50 % | 500,000 | 500,000 | 498,198 | 498,198 | 462,137 CHF | 466,129 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.11% | 92.30 % | 93.30 % | 500,000 | 500,000 | 486,738 | 486,738 | 445,514 CHF | 450,430 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.06% | 93.60 % | 94.60 % | 500,000 | 500,000 | 500,000 | 499,975 | 470,278 CHF | 475,254 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.88% | 94.80 % | 95.60 % | 500,000 | 500,000 | 475,028 | 475,028 | 452,746 CHF | 456,643 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 495,464 | 495,464 | 485,860 CHF | 489,841 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 99.20 % | 100.20 % | 500,000 | 500,000 | 488,592 | 488,592 | 487,386 CHF | 492,318 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 498,836 | 498,868 | 503,169 CHF | 508,195 CHF | 97.68% | 97.68% |
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