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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% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,744 CHF | 494,744 CHF | 97.94% | 97.94% |
| 19/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,032 CHF | 494,032 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,810 CHF | 494,810 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,863 CHF | 497,863 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,659 CHF | 499,659 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,690 CHF | 496,690 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,816 CHF | 497,816 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,641 CHF | 499,641 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,577 CHF | 495,577 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,245 CHF | 500,245 CHF | 99.23% | 99.23% |
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