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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% | 81.05 % | 81.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,573 CHF | 207,573 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.98% | 83.14 % | 83.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,920 CHF | 205,920 CHF | 99.79% | 99.79% |
| 18/11/2024 | 0.95% | 84.19 % | 84.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,647 CHF | 212,647 CHF | 97.08% | 97.08% |
| 15/11/2024 | 0.93% | 84.74 % | 85.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,113 CHF | 215,113 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.96% | 83.72 % | 84.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,706 CHF | 209,706 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.94% | 84.12 % | 84.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,712 CHF | 213,712 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.92% | 86.31 % | 87.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,462 CHF | 219,462 CHF | 20.81% | 20.81% |
| 11/11/2024 | 0.85% | 93.14 % | 93.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,974 CHF | 235,974 CHF | 99.30% | 99.30% |
| 08/11/2024 | 0.86% | 91.98 % | 92.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,709 CHF | 233,709 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.84% | 95.01 % | 95.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,893 CHF | 239,893 CHF | 99.97% | 99.97% |
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