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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 | 0.40% | 100.90 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,892 CHF | 506,892 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,617 CHF | 504,617 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,230 CHF | 505,230 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,819 CHF | 505,819 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.40% | 100.50 % | 100.90 % | 500,000 | 500,000 | 499,035 | 499,035 | 501,956 CHF | 503,954 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.40% | 100.70 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,387 CHF | 504,387 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,654 CHF | 505,654 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,888 CHF | 505,888 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,183 CHF | 505,183 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,883 CHF | 505,883 CHF | 99.76% | 99.76% |
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