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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% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,192 CHF | 491,692 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,213 CHF | 492,713 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,660 CHF | 491,160 CHF | 98.94% | 98.94% |
| 15/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,397 CHF | 490,897 CHF | 99.36% | 99.36% |
| 14/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,819 CHF | 492,319 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,496 CHF | 489,996 CHF | 65.05% | 65.05% |
| 12/11/2024 | 0.50% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,004 CHF | 500,504 CHF | 93.36% | 93.36% |
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