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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 | 0.21% | 96.80 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,067 CHF | 487,067 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.21% | 96.90 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,655 CHF | 484,655 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.21% | 96.90 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,396 CHF | 484,396 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.21% | 96.90 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,759 CHF | 486,759 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 97.90 % | 98.10 % | 500,000 | 500,000 | 499,072 | 499,072 | 485,924 CHF | 486,924 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 96.70 % | 96.90 % | 500,000 | 500,000 | 499,925 | 499,925 | 482,843 CHF | 483,842 CHF | 99.85% | 99.85% |
| 12/11/2024 | 0.21% | 96.90 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,865 CHF | 486,865 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 98.10 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,952 CHF | 491,952 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.20% | 97.70 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,460 CHF | 490,460 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.20% | 98.70 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,828 CHF | 495,828 CHF | 100.00% | 100.00% |
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