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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% | 83.63 % | 84.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,828 CHF | 211,828 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.95% | 83.69 % | 84.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,847 CHF | 211,847 CHF | 99.60% | 99.60% |
| 18/11/2024 | 0.93% | 85.37 % | 86.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,269 CHF | 215,269 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 84.87 % | 85.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,402 CHF | 215,402 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.93% | 86.34 % | 87.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,759 CHF | 216,759 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.93% | 85.33 % | 86.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,576 CHF | 215,576 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.93% | 85.44 % | 86.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,414 CHF | 216,414 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.92% | 86.72 % | 87.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,410 CHF | 219,410 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.92% | 86.45 % | 87.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,724 CHF | 218,724 CHF | 99.80% | 99.80% |
| 07/11/2024 | 0.91% | 87.09 % | 87.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,192 CHF | 220,192 CHF | 99.96% | 99.96% |
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