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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 | 1.00% | 65.91 % | 66.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,854 CHF | 166,506 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 65.62 % | 66.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,869 CHF | 165,515 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 65.76 % | 66.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,653 CHF | 166,303 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 65.65 % | 66.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,432 CHF | 166,083 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 66.06 % | 66.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,470 CHF | 167,130 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 66.41 % | 67.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,738 CHF | 167,406 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 66.23 % | 66.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,787 CHF | 167,454 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 66.33 % | 67.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,657 CHF | 168,334 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 67.59 % | 68.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 170,872 CHF | 172,592 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 68.81 % | 69.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 172,375 CHF | 174,105 CHF | 100.00% | 100.00% |
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