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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 | 0.88% | 90.14 % | 90.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,470 CHF | 228,470 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 90.19 % | 90.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,536 CHF | 227,536 CHF | 99.76% | 99.76% |
| 18/11/2024 | 0.88% | 91.04 % | 91.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,055 CHF | 229,055 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 91.03 % | 91.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,291 CHF | 230,291 CHF | 99.97% | 99.97% |
| 14/11/2024 | 0.87% | 91.96 % | 92.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,116 CHF | 232,116 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 92.12 % | 92.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,402 CHF | 232,402 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 92.45 % | 93.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,705 CHF | 233,705 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.86% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,833 CHF | 234,833 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 92.58 % | 93.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,937 CHF | 233,937 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 92.97 % | 93.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,056 CHF | 235,056 CHF | 100.00% | 100.00% |
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