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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 | 1.90% | 98.40 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,403 CHF | 505,903 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.90% | 98.80 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,101 CHF | 504,601 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.87% | 100.20 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,072 CHF | 512,572 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.85% | 101.30 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,700 CHF | 519,200 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.80% | 105.00 % | 106.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,770 CHF | 531,270 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.69% | 105.20 % | 107.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,521 CHF | 538,506 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.78% | 105.00 % | 106.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,938 CHF | 537,435 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 108.20 % | 109.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,926 CHF | 544,926 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.97% | 105.20 % | 107.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,971 CHF | 539,471 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.94% | 107.20 % | 109.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,018 CHF | 545,518 CHF | 100.00% | 100.00% |
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