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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 | 2.63% | 111.96 % | 114.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,419 CHF | 287,894 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.64% | 111.83 % | 114.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,626 CHF | 287,101 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.63% | 112.39 % | 115.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,703 CHF | 288,178 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.62% | 112.25 % | 115.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,458 CHF | 288,934 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.61% | 113.19 % | 116.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,270 CHF | 289,745 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.62% | 112.53 % | 115.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,564 CHF | 289,039 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.61% | 112.79 % | 115.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,192 CHF | 290,667 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.59% | 113.95 % | 116.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,902 CHF | 292,377 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.60% | 113.40 % | 116.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,681 CHF | 291,156 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.59% | 114.12 % | 117.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,350 CHF | 292,825 CHF | 100.00% | 100.00% |
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