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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 | 1.05% | 94.70 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,281 CHF | 480,281 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,428 CHF | 480,428 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,442 CHF | 484,442 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.03% | 96.10 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,005 CHF | 488,005 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,867 CHF | 488,867 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,565 CHF | 485,565 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,318 CHF | 488,318 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,146 CHF | 495,146 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,193 CHF | 494,193 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,830 CHF | 500,830 CHF | 100.00% | 100.00% |
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