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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.21% | 96.70 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,736 CHF | 482,736 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.21% | 96.70 % | 96.90 % | 500,000 | 500,000 | 499,668 | 499,668 | 475,152 CHF | 476,152 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.21% | 94.80 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,822 CHF | 475,822 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.42% | 94.20 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,201 CHF | 474,201 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.42% | 95.20 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,070 CHF | 479,070 CHF | 99.50% | 99.50% |
| 15/11/2024 | 0.42% | 96.40 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,501 CHF | 479,501 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 96.00 % | 96.20 % | 500,000 | 500,000 | 499,067 | 499,067 | 481,114 CHF | 482,113 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.42% | 96.30 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,385 CHF | 482,385 CHF | 99.67% | 99.67% |
| 12/11/2024 | 0.21% | 96.70 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,058 CHF | 487,058 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 98.20 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,410 CHF | 490,410 CHF | 100.00% | 100.00% |
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