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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 | 1.00% | 79.50 % | 80.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,766 CHF | 405,815 CHF | 97.94% | 97.94% |
| 19/11/2024 | 0.99% | 80.80 % | 81.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,278 CHF | 409,328 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 81.80 % | 82.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,938 CHF | 412,988 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 84.00 % | 84.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,073 CHF | 432,122 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 86.70 % | 87.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,187 CHF | 434,237 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 85.70 % | 86.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,174 CHF | 439,224 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.91% | 88.60 % | 89.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,439 CHF | 449,489 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 90.20 % | 91.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,991 CHF | 454,041 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 89.80 % | 90.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,008 CHF | 454,058 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.89% | 90.30 % | 91.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,065 CHF | 456,115 CHF | 99.23% | 99.23% |
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