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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 | 1.19% | 83.20 % | 84.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,748 CHF | 423,748 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.19% | 84.20 % | 85.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,111 CHF | 423,111 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.93% | 85.30 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,661 CHF | 430,661 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 85.40 % | 86.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,361 CHF | 432,361 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.17% | 85.10 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,223 CHF | 428,223 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.17% | 84.80 % | 85.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,168 CHF | 430,168 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.92% | 85.80 % | 86.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,672 CHF | 435,672 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.89% | 89.10 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,398 CHF | 450,398 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.12% | 88.20 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,607 CHF | 448,607 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.10% | 90.50 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,665 CHF | 457,665 CHF | 99.04% | 99.04% |
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