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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 | 0.84% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,613 CHF | 480,613 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,405 CHF | 479,405 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,970 CHF | 481,970 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,399 CHF | 483,399 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,148 CHF | 479,148 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,152 CHF | 473,152 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,687 CHF | 476,687 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,263 CHF | 481,263 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,878 CHF | 478,878 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,282 CHF | 480,282 CHF | 99.23% | 99.23% |
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