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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% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,683 CHF | 486,683 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.83% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,467 CHF | 486,467 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,626 CHF | 483,626 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,602 CHF | 485,602 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,246 CHF | 487,246 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,889 CHF | 481,889 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,661 CHF | 484,661 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,804 CHF | 485,804 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,328 CHF | 486,328 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,836 CHF | 489,836 CHF | 99.24% | 99.24% |
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