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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% | 93.86 % | 94.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,299 CHF | 239,299 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 94.81 % | 95.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,976 CHF | 235,976 CHF | 99.23% | 99.23% |
| 18/11/2024 | 0.83% | 95.62 % | 96.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,799 CHF | 241,799 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.73 % | 97.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,931 CHF | 242,931 CHF | 99.95% | 99.95% |
| 14/11/2024 | 0.85% | 94.42 % | 95.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,782 CHF | 236,782 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.84% | 93.39 % | 94.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,451 CHF | 238,451 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.84% | 94.29 % | 95.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,464 CHF | 239,464 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.84% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,034 CHF | 239,034 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 93.88 % | 94.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,641 CHF | 237,641 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 93.85 % | 94.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,081 CHF | 236,081 CHF | 100.00% | 100.00% |
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