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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 | 0.87% | 90.78 % | 91.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,804 CHF | 229,804 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 90.81 % | 91.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,628 CHF | 229,628 CHF | 99.64% | 99.64% |
| 18/11/2024 | 0.86% | 92.14 % | 92.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,362 CHF | 232,362 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 91.92 % | 92.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,868 CHF | 232,868 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 93.31 % | 94.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,433 CHF | 234,433 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.86% | 92.66 % | 93.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,890 CHF | 233,890 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.86% | 92.74 % | 93.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,457 CHF | 234,457 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 93.76 % | 94.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,871 CHF | 236,871 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 93.38 % | 94.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,015 CHF | 236,015 CHF | 99.87% | 99.87% |
| 07/11/2024 | 0.85% | 94.03 % | 94.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,336 CHF | 237,336 CHF | 99.96% | 99.96% |
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