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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 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,998 CHF | 469,998 CHF | 97.94% | 97.94% |
| 19/11/2024 | 0.86% | 92.60 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,015 CHF | 467,015 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,871 CHF | 471,871 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,277 CHF | 477,277 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,480 CHF | 479,480 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,252 CHF | 480,252 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,310 CHF | 485,310 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,494 CHF | 491,494 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,585 CHF | 490,585 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,521 CHF | 495,521 CHF | 99.23% | 99.23% |
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