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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.84% | 98.70 % | 99.50 % | 500,000 | 500,000 | 488,132 | 488,132 | 480,461 CHF | 484,436 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.82% | 97.90 % | 98.70 % | 500,000 | 500,000 | 498,019 | 498,019 | 485,085 CHF | 489,081 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,293 CHF | 492,293 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 495,382 | 495,382 | 485,143 CHF | 489,126 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 499,841 | 499,841 | 490,352 CHF | 494,352 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 98.50 % | 99.30 % | 500,000 | 500,000 | 465,702 | 465,702 | 459,208 CHF | 463,086 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,258 CHF | 497,258 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,211 CHF | 497,211 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,760 CHF | 498,760 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,134 CHF | 498,134 CHF | 100.00% | 100.00% |
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