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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 | 0.33% | 92.00 % | 92.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,038 CHF | 463,587 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.33% | 92.50 % | 92.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,565 CHF | 468,115 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.53% | 93.60 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,199 CHF | 472,699 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 94.30 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,221 CHF | 474,721 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,369 CHF | 486,919 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.00% | 98.30 % | 98.61 % | 500,000 | 500,000 | 190,829 | 190,829 | 186,779 CHF | 187,709 CHF | 99.30% | 99.30% |
| 12/11/2024 | 0.31% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,913 CHF | 493,463 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,606 CHF | 494,156 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,748 CHF | 490,298 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,138 CHF | 491,688 CHF | 99.23% | 99.23% |
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