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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 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,915 CHF | 489,915 CHF | 97.94% | 97.94% |
| 19/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,359 CHF | 489,359 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,623 CHF | 488,623 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,554 CHF | 488,554 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,275 CHF | 490,275 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,911 CHF | 488,911 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,762 CHF | 492,762 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,879 CHF | 496,879 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,063 CHF | 490,063 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,530 CHF | 495,530 CHF | 99.23% | 99.23% |
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