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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 | 0.95% | 82.94 % | 83.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,065 CHF | 211,065 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.95% | 84.15 % | 84.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,689 CHF | 210,689 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.93% | 85.59 % | 86.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,211 CHF | 216,211 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.92% | 85.90 % | 86.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,326 CHF | 217,326 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 85.20 % | 86.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,362 CHF | 213,362 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.93% | 85.00 % | 85.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,410 CHF | 215,410 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.92% | 86.29 % | 87.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,937 CHF | 218,937 CHF | 20.81% | 20.81% |
| 11/11/2024 | 0.87% | 90.74 % | 91.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,612 CHF | 229,612 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 89.84 % | 90.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,142 CHF | 228,142 CHF | 99.91% | 99.91% |
| 07/11/2024 | 0.86% | 92.25 % | 93.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,258 CHF | 232,258 CHF | 99.99% | 99.99% |
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