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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 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,757 CHF | 486,757 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,014 CHF | 486,014 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,776 CHF | 489,776 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,991 CHF | 488,991 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,417 CHF | 489,417 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,369 CHF | 487,369 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,504 CHF | 488,504 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,332 CHF | 493,332 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,954 CHF | 484,954 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,601 CHF | 488,601 CHF | 99.23% | 99.23% |
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