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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% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,747 CHF | 496,747 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,146 CHF | 496,146 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,074 CHF | 493,074 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 499,976 | 492,537 CHF | 496,514 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,120 CHF | 500,120 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,762 CHF | 497,762 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,516 CHF | 501,516 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,379 CHF | 503,379 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,849 CHF | 501,849 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,089 CHF | 502,089 CHF | 99.76% | 99.76% |
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