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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 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,800 CHF | 506,300 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,435 CHF | 505,935 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,677 CHF | 506,177 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,642 CHF | 504,142 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,040 CHF | 504,540 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,967 CHF | 504,467 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,987 CHF | 505,487 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,372 CHF | 506,872 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,211 CHF | 506,711 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,410 CHF | 507,910 CHF | 99.24% | 99.24% |
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