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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% | 83.32 % | 84.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,030 CHF | 211,030 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.95% | 83.38 % | 84.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,049 CHF | 211,049 CHF | 99.68% | 99.68% |
| 18/11/2024 | 0.94% | 85.02 % | 85.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,426 CHF | 214,426 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 84.55 % | 85.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,601 CHF | 214,601 CHF | 99.96% | 99.96% |
| 14/11/2024 | 0.93% | 85.97 % | 86.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,936 CHF | 215,936 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.94% | 85.00 % | 85.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,777 CHF | 214,777 CHF | 99.71% | 99.71% |
| 12/11/2024 | 0.93% | 85.13 % | 85.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,626 CHF | 215,626 CHF | 99.94% | 99.94% |
| 11/11/2024 | 0.92% | 86.39 % | 87.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,569 CHF | 218,569 CHF | 99.92% | 99.92% |
| 08/11/2024 | 0.92% | 86.14 % | 86.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,924 CHF | 217,924 CHF | 99.81% | 99.81% |
| 07/11/2024 | 0.92% | 86.75 % | 87.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,346 CHF | 219,346 CHF | 99.91% | 99.91% |
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