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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 | 1.07% | 74.30 % | 75.10 % | 500,000 | 500,000 | 497,455 | 497,455 | 372,822 CHF | 376,805 CHF | 97.94% | 97.94% |
| 19/11/2024 | 1.37% | 74.00 % | 75.00 % | 500,000 | 500,000 | 492,812 | 492,812 | 366,624 CHF | 371,618 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.33% | 75.10 % | 76.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 372,529 CHF | 377,529 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 73.70 % | 74.50 % | 500,000 | 500,000 | 499,339 | 499,339 | 372,817 CHF | 376,814 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.47% | 74.60 % | 75.40 % | 500,000 | 500,000 | 427,529 | 427,529 | 315,443 CHF | 319,587 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.17% | 74.00 % | 75.00 % | 500,000 | 500,000 | 346,854 | 346,854 | 255,201 CHF | 260,195 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.60% | 73.10 % | 75.10 % | 250,000 | 250,000 | 447,377 | 447,377 | 335,955 CHF | 340,942 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.06% | 77.20 % | 78.00 % | 500,000 | 500,000 | 492,058 | 492,058 | 372,525 CHF | 376,489 CHF | 99.58% | 99.58% |
| 08/11/2024 | 1.06% | 75.00 % | 75.80 % | 500,000 | 500,000 | 483,374 | 483,374 | 369,345 CHF | 373,270 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.31% | 78.40 % | 79.40 % | 500,000 | 500,000 | 499,417 | 499,417 | 379,785 CHF | 384,781 CHF | 99.23% | 99.23% |
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