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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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,492 CHF | 504,492 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,898 CHF | 503,898 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,280 CHF | 502,280 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,021 CHF | 505,021 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,581 CHF | 505,581 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,129 CHF | 500,129 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,988 CHF | 505,988 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,404 CHF | 506,404 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,584 CHF | 499,584 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,740 CHF | 500,740 CHF | 99.23% | 99.23% |
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