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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 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,828 CHF | 502,828 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.20% | 99.90 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,411 CHF | 500,411 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,035 CHF | 501,035 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,426 CHF | 501,426 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.40% | 100.40 % | 100.80 % | 500,000 | 500,000 | 499,069 | 499,069 | 500,828 CHF | 502,825 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,599 CHF | 503,599 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,601 CHF | 504,601 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 101.10 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,316 CHF | 506,316 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.40% | 100.70 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,272 CHF | 505,272 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.40% | 100.50 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,130 CHF | 505,130 CHF | 99.76% | 99.76% |
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