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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% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,412 CHF | 495,412 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,887 CHF | 481,887 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,458 CHF | 492,458 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,397 CHF | 494,397 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,455 CHF | 494,455 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,489 CHF | 488,489 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,342 CHF | 498,342 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,988 CHF | 504,988 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,845 CHF | 500,845 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,577 CHF | 509,577 CHF | 99.76% | 99.76% |
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