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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% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,275 CHF | 480,275 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,586 CHF | 482,586 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,667 CHF | 485,667 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,985 CHF | 485,985 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,624 CHF | 497,624 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,982 CHF | 501,982 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,220 CHF | 502,220 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,772 CHF | 502,772 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,331 CHF | 497,331 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,617 CHF | 503,617 CHF | 99.23% | 99.23% |
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