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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 | 0.84% | 94.32 % | 95.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,841 CHF | 237,841 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 94.78 % | 95.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,752 CHF | 238,752 CHF | 99.62% | 99.62% |
| 18/11/2024 | 0.83% | 95.45 % | 96.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,990 CHF | 240,990 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 95.56 % | 96.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,697 CHF | 240,697 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.84% | 94.99 % | 95.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,770 CHF | 237,770 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 93.49 % | 94.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,617 CHF | 234,617 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.86% | 91.99 % | 92.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,299 CHF | 233,299 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.85% | 94.09 % | 94.89 % | 250,000 | 250,000 | 249,575 | 250,000 | 235,099 CHF | 237,499 CHF | 99.04% | 100.00% |
| 08/11/2024 | 0.84% | 93.86 % | 94.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,196 CHF | 239,196 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.82% | 96.94 % | 97.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,165 CHF | 244,165 CHF | 99.98% | 99.98% |
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