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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% | 83.76 % | 84.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,160 CHF | 212,160 CHF | 99.85% | 99.85% |
| 19/11/2024 | 0.95% | 83.85 % | 84.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,234 CHF | 212,234 CHF | 99.77% | 99.77% |
| 18/11/2024 | 0.93% | 85.49 % | 86.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,586 CHF | 215,586 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 85.03 % | 85.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,807 CHF | 215,807 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.93% | 86.48 % | 87.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,148 CHF | 217,148 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.93% | 85.52 % | 86.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,037 CHF | 216,037 CHF | 99.89% | 99.89% |
| 12/11/2024 | 0.93% | 85.63 % | 86.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,899 CHF | 216,899 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.91% | 86.90 % | 87.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,849 CHF | 219,849 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.92% | 86.65 % | 87.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,198 CHF | 219,198 CHF | 99.91% | 99.91% |
| 07/11/2024 | 0.91% | 87.27 % | 88.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,631 CHF | 220,631 CHF | 99.92% | 99.92% |
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