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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 | 0.83% | 95.02 % | 95.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,629 CHF | 240,629 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 95.06 % | 95.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,220 CHF | 240,220 CHF | 99.62% | 99.62% |
| 18/11/2024 | 0.83% | 96.13 % | 96.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,280 CHF | 242,280 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.00 % | 96.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,937 CHF | 242,937 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.82% | 97.17 % | 97.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,447 CHF | 244,447 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 96.66 % | 97.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,948 CHF | 243,948 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,156 CHF | 244,156 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,327 CHF | 245,327 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.92 % | 97.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,790 CHF | 244,790 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.19 % | 97.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,273 CHF | 245,273 CHF | 100.00% | 100.00% |
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