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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.06% | 78.40 % | 79.20 % | 500,000 | 500,000 | 485,393 | 485,393 | 376,493 CHF | 380,445 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.16% | 76.90 % | 77.70 % | 500,000 | 500,000 | 454,348 | 454,348 | 346,632 CHF | 350,310 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.07% | 75.30 % | 76.10 % | 500,000 | 500,000 | 494,403 | 494,403 | 371,273 CHF | 375,247 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 75.20 % | 76.00 % | 500,000 | 500,000 | 492,458 | 492,458 | 378,179 CHF | 382,145 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 78.70 % | 79.50 % | 500,000 | 500,000 | 492,167 | 492,167 | 393,405 CHF | 397,372 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 84.40 % | 85.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,598 CHF | 428,598 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 86.70 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,705 CHF | 431,705 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.91% | 85.80 % | 86.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,801 CHF | 440,801 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 89.60 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,516 CHF | 447,516 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.93% | 87.20 % | 88.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,061 CHF | 434,061 CHF | 100.00% | 100.00% |
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