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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 | 1.18% | 94.00 % | 95.00 % | 50,000 | 50,000 | 435,383 | 435,383 | 406,986 CHF | 411,392 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.09% | 93.00 % | 94.00 % | 50,000 | 50,000 | 475,828 | 475,828 | 437,508 CHF | 442,291 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.88% | 91.30 % | 92.10 % | 50,000 | 50,000 | 473,890 | 473,890 | 435,720 CHF | 439,545 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 92.90 % | 93.70 % | 50,000 | 50,000 | 473,473 | 473,473 | 444,187 CHF | 448,009 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 96.10 % | 97.10 % | 50,000 | 50,000 | 481,385 | 481,385 | 463,452 CHF | 468,266 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 96.60 % | 97.60 % | 50,000 | 50,000 | 481,498 | 481,498 | 461,860 CHF | 466,675 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.90 % | 96.70 % | 50,000 | 50,000 | 481,452 | 481,452 | 463,089 CHF | 466,941 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.80 % | 98.60 % | 50,000 | 50,000 | 481,359 | 481,359 | 468,010 CHF | 471,861 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.05% | 95.60 % | 96.60 % | 50,000 | 50,000 | 481,497 | 481,497 | 458,004 CHF | 462,819 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 95.00 % | 96.00 % | 50,000 | 50,000 | 481,320 | 481,320 | 458,224 CHF | 463,038 CHF | 99.23% | 99.23% |
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