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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 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,903 CHF | 502,903 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,576 CHF | 502,576 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,193 CHF | 503,193 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,927 CHF | 501,927 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,982 CHF | 500,982 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,221 CHF | 502,221 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,589 CHF | 501,589 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,454 CHF | 509,454 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,520 CHF | 508,520 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,715 CHF | 509,715 CHF | 99.23% | 99.23% |
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