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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 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,708 CHF | 496,708 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.82% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,618 CHF | 492,618 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,597 CHF | 492,597 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,045 CHF | 494,045 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,996 CHF | 492,996 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,481 CHF | 486,481 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,499 CHF | 492,499 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,195 CHF | 499,195 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,640 CHF | 496,640 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,226 CHF | 499,226 CHF | 99.23% | 99.23% |
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