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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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,479 CHF | 504,479 CHF | 97.94% | 97.94% |
| 19/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,829 CHF | 506,829 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,547 CHF | 507,547 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,440 CHF | 504,440 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,799 CHF | 500,799 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,452 CHF | 503,452 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,937 CHF | 506,937 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,595 CHF | 511,595 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,516 CHF | 509,516 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,579 CHF | 507,579 CHF | 99.23% | 99.23% |
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