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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 | 0.97% | 81.90 % | 82.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,447 CHF | 207,447 CHF | 99.95% | 99.95% |
| 19/11/2024 | 0.97% | 82.08 % | 82.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,730 CHF | 207,730 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.96% | 83.45 % | 84.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,247 CHF | 210,247 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.96% | 82.99 % | 83.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,272 CHF | 210,272 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 83.81 % | 84.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,993 CHF | 209,993 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.96% | 82.56 % | 83.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,888 CHF | 208,888 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.96% | 82.97 % | 83.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,761 CHF | 209,761 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.95% | 83.84 % | 84.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,193 CHF | 212,193 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 83.49 % | 84.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,825 CHF | 211,825 CHF | 99.91% | 99.91% |
| 07/11/2024 | 0.94% | 84.50 % | 85.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,385 CHF | 213,385 CHF | 100.00% | 100.00% |
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