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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 | 1.06% | 89.60 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,773 CHF | 458,582 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.91% | 90.00 % | 90.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,488 CHF | 457,617 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.13% | 91.50 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,261 CHF | 456,395 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.37% | 90.70 % | 91.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,613 CHF | 460,328 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.42% | 92.20 % | 92.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,046 CHF | 461,954 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.28% | 88.70 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,636 CHF | 451,393 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.22% | 89.20 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,820 CHF | 455,320 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.59% | 91.10 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,447 CHF | 460,131 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.34% | 91.40 % | 91.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,215 CHF | 461,765 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.53% | 93.20 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,694 CHF | 470,194 CHF | 99.23% | 99.23% |
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