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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 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,984 CHF | 517,984 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,916 CHF | 517,916 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,085 CHF | 518,085 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,506 CHF | 517,506 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,321 CHF | 516,321 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,538 CHF | 516,538 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.97% | 102.10 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,377 CHF | 516,377 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.97% | 102.10 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,661 CHF | 515,661 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,112 CHF | 515,112 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,393 CHF | 517,393 CHF | 99.23% | 99.23% |
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