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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 | 1.70% | 101.00 % | 102.00 % | 500,000 | 500,000 | 143,855 | 143,855 | 145,617 CHF | 147,428 CHF | 97.94% | 97.94% |
| 19/11/2024 | 1.70% | 101.50 % | 102.50 % | 500,000 | 500,000 | 147,742 | 147,742 | 149,808 CHF | 151,652 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.49% | 101.50 % | 102.30 % | 500,000 | 500,000 | 148,292 | 148,292 | 150,971 CHF | 152,525 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.52% | 102.80 % | 103.60 % | 500,000 | 500,000 | 144,793 | 144,793 | 148,916 CHF | 150,421 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.68% | 102.10 % | 103.10 % | 500,000 | 500,000 | 148,291 | 148,291 | 151,415 CHF | 153,265 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.69% | 101.80 % | 102.80 % | 500,000 | 500,000 | 148,184 | 148,184 | 150,850 CHF | 152,700 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.59% | 100.90 % | 101.70 % | 500,000 | 500,000 | 142,516 | 142,516 | 143,776 CHF | 145,251 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.51% | 100.90 % | 101.70 % | 500,000 | 500,000 | 148,321 | 148,321 | 149,528 CHF | 151,082 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.72% | 99.90 % | 100.90 % | 500,000 | 500,000 | 148,256 | 148,256 | 147,924 CHF | 149,774 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.75% | 99.20 % | 100.20 % | 500,000 | 500,000 | 148,301 | 147,418 | 147,079 CHF | 148,035 CHF | 99.23% | 99.23% |
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