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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 | 0.95% | 82.98 % | 83.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,228 CHF | 211,228 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.95% | 83.42 % | 84.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,885 CHF | 210,885 CHF | 99.80% | 99.80% |
| 18/11/2024 | 0.93% | 85.44 % | 86.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,840 CHF | 215,840 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.92% | 85.94 % | 86.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,762 CHF | 218,762 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 88.46 % | 89.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,403 CHF | 221,403 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.91% | 87.09 % | 87.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,770 CHF | 220,770 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 87.43 % | 88.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,780 CHF | 222,780 CHF | 98.87% | 98.87% |
| 11/11/2024 | 0.88% | 90.83 % | 91.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,975 CHF | 227,975 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.89% | 89.46 % | 90.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,658 CHF | 226,658 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.87% | 91.84 % | 92.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,980 CHF | 231,980 CHF | 100.00% | 100.00% |
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