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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 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,177 CHF | 491,177 CHF | 91.43% | 91.43% |
| 19/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,287 CHF | 491,287 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,494 CHF | 489,494 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,551 CHF | 493,551 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,594 CHF | 502,594 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,132 CHF | 498,132 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,211 CHF | 502,211 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,716 CHF | 501,716 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,504 CHF | 495,504 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,894 CHF | 498,894 CHF | 99.23% | 99.23% |
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