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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 | 0.21% | 95.70 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,350 CHF | 480,350 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.21% | 95.70 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,921 CHF | 478,921 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.42% | 95.80 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,926 CHF | 479,926 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.21% | 96.00 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,490 CHF | 481,490 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 96.20 % | 96.40 % | 500,000 | 500,000 | 499,036 | 499,036 | 480,457 CHF | 481,456 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 96.30 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,820 CHF | 483,820 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 96.70 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,653 CHF | 485,653 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 97.20 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,746 CHF | 488,746 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.20% | 97.10 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,807 CHF | 488,807 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.20% | 97.60 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,957 CHF | 489,957 CHF | 100.00% | 100.00% |
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