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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 | 0.53% | 93.60 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,959 CHF | 470,459 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.53% | 93.30 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,544 CHF | 469,044 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.54% | 92.60 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,470 CHF | 463,970 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.54% | 91.90 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,647 CHF | 463,147 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 93.30 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,563 CHF | 468,063 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.44% | 92.80 % | 93.30 % | 500,000 | 500,000 | 249,735 | 249,735 | 232,311 CHF | 234,987 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 94.50 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,254 CHF | 476,754 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,538 CHF | 481,038 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 94.70 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,565 CHF | 477,065 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.52% | 94.70 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,208 CHF | 477,708 CHF | 99.23% | 99.23% |
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