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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 | 0.33% | 92.70 % | 93.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,259 CHF | 467,808 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.33% | 93.40 % | 93.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,770 CHF | 466,320 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.53% | 93.80 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,335 CHF | 473,835 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.32% | 95.30 % | 95.61 % | 500,000 | 500,000 | 500,000 | 499,973 | 477,435 CHF | 478,958 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 95.50 % | 95.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,680 CHF | 473,230 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 93.40 % | 93.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,986 CHF | 469,536 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 93.60 % | 93.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,739 CHF | 472,289 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.52% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,306 CHF | 481,806 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.52% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,175 CHF | 482,675 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,702 CHF | 492,252 CHF | 99.23% | 99.23% |
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