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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 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,347 CHF | 483,347 CHF | 98.59% | 98.59% |
| 19/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,071 CHF | 484,071 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,820 CHF | 484,820 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,807 CHF | 495,807 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,354 CHF | 494,354 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,296 CHF | 495,296 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,386 CHF | 498,386 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,209 CHF | 503,209 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,147 CHF | 504,147 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,177 CHF | 508,177 CHF | 100.00% | 100.00% |
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