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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 | 1.08% | 92.00 % | 93.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,416 CHF | 467,452 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.07% | 93.30 % | 94.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,379 CHF | 470,370 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.08% | 92.70 % | 93.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,054 CHF | 467,068 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.09% | 92.10 % | 93.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,738 CHF | 465,786 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.11% | 93.50 % | 94.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,564 CHF | 466,690 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.34% | 90.40 % | 91.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,975 CHF | 455,025 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.24% | 89.70 % | 90.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,990 CHF | 458,634 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.16% | 90.90 % | 92.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,925 CHF | 463,252 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.09% | 91.60 % | 92.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,639 CHF | 465,689 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 92.70 % | 93.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,600 CHF | 471,268 CHF | 99.23% | 99.23% |
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