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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 | 1.88% | 100.30 % | 102.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,151 CHF | 51,100 CHF | 98.58% | 98.58% |
| 19/11/2024 | 1.89% | 99.80 % | 101.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,896 CHF | 50,846 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.88% | 99.80 % | 101.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,939 CHF | 50,889 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.89% | 99.60 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,861 CHF | 50,811 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.89% | 99.80 % | 101.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,792 CHF | 50,742 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.89% | 99.60 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,792 CHF | 50,742 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.89% | 99.70 % | 101.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,909 CHF | 50,859 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.88% | 100.10 % | 102.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,048 CHF | 50,998 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.89% | 99.90 % | 101.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,839 CHF | 50,788 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.88% | 100.00 % | 101.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,980 CHF | 50,930 CHF | 99.23% | 99.23% |
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