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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% | 90.24 % | 91.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,549 CHF | 229,549 CHF | 99.83% | 99.83% |
| 19/11/2024 | 0.88% | 90.26 % | 91.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,525 CHF | 228,525 CHF | 99.59% | 99.59% |
| 18/11/2024 | 0.86% | 92.95 % | 93.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,100 CHF | 234,100 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.86% | 91.96 % | 92.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,583 CHF | 234,583 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 94.72 % | 95.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,999 CHF | 237,999 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 93.16 % | 93.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,342 CHF | 235,342 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.85% | 93.52 % | 94.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,114 CHF | 237,114 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.83% | 95.13 % | 95.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,914 CHF | 240,914 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.75 % | 95.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,671 CHF | 239,671 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.83% | 95.14 % | 95.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,735 CHF | 240,735 CHF | 99.99% | 99.99% |
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