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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 | 0.20% | 97.60 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,083 CHF | 490,083 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.21% | 97.70 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,287 CHF | 488,287 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.21% | 97.40 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,439 CHF | 487,439 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.21% | 97.20 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,134 CHF | 488,134 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 97.70 % | 97.90 % | 500,000 | 500,000 | 499,032 | 499,032 | 485,475 CHF | 486,474 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 96.70 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,481 CHF | 484,481 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.20% | 97.20 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,905 CHF | 489,905 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 98.30 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,572 CHF | 494,572 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.20% | 98.70 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,288 CHF | 494,288 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.20% | 98.70 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,699 CHF | 494,699 CHF | 99.76% | 99.76% |
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