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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 | 0.51% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,972 CHF | 477,420 CHF | 99.17% | 99.17% |
| 19/11/2024 | 0.52% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,962 CHF | 478,462 CHF | 99.17% | 99.17% |
| 18/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,311 CHF | 482,811 CHF | 99.19% | 99.19% |
| 15/11/2024 | 0.52% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,114 CHF | 485,614 CHF | 99.17% | 99.17% |
| 14/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,760 CHF | 482,260 CHF | 99.13% | 99.13% |
| 13/11/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,722 CHF | 483,222 CHF | 99.17% | 99.17% |
| 12/11/2024 | - | 98.55 % | 99.05 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
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