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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,250 CHF | 492,750 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,103 CHF | 490,603 CHF | 99.90% | 99.90% |
| 20/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,787 CHF | 492,287 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,881 CHF | 489,381 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,505 CHF | 491,005 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,456 CHF | 492,956 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,661 CHF | 491,161 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,934 CHF | 490,434 CHF | 99.69% | 99.69% |
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