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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 | 0.97% | 81.31 % | 82.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,131 CHF | 206,131 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.98% | 81.23 % | 82.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,094 CHF | 205,094 CHF | 99.72% | 99.72% |
| 18/11/2024 | 0.98% | 81.71 % | 82.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,081 CHF | 206,081 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.97% | 81.63 % | 82.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,912 CHF | 206,912 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 82.37 % | 83.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,269 CHF | 207,269 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 81.87 % | 82.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,699 CHF | 206,699 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.96% | 82.36 % | 83.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,225 CHF | 209,225 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.96% | 83.21 % | 84.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,132 CHF | 210,132 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.96% | 82.53 % | 83.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,700 CHF | 208,700 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.96% | 83.04 % | 83.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,654 CHF | 209,654 CHF | 99.98% | 99.98% |
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