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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 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,536 CHF | 513,536 CHF | 97.94% | 97.94% |
| 19/11/2024 | 0.99% | 101.50 % | 102.50 % | 500,000 | 500,000 | 497,348 | 497,348 | 503,838 CHF | 508,823 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 101.90 % | 102.70 % | 500,000 | 500,000 | 489,572 | 489,572 | 498,903 CHF | 502,862 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 102.20 % | 103.00 % | 500,000 | 500,000 | 496,219 | 496,219 | 506,872 CHF | 510,857 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 101.60 % | 102.60 % | 500,000 | 500,000 | 489,026 | 489,026 | 496,646 CHF | 501,582 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 101.30 % | 102.30 % | 500,000 | 500,000 | 482,446 | 482,446 | 489,546 CHF | 494,443 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,168 CHF | 513,168 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 101.90 % | 102.70 % | 500,000 | 500,000 | 495,457 | 495,457 | 504,456 CHF | 508,438 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 499,193 | 499,193 | 507,438 CHF | 512,433 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,821 CHF | 511,821 CHF | 99.23% | 99.23% |
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