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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 | 1.00% | 60.08 % | 60.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,617 CHF | 149,096 CHF | 99.86% | 99.86% |
| 19/11/2024 | 1.00% | 58.28 % | 58.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,226 CHF | 145,676 CHF | 99.76% | 99.76% |
| 18/11/2024 | 1.00% | 58.14 % | 58.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 149,237 CHF | 150,734 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 60.39 % | 61.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 155,218 CHF | 156,777 CHF | 98.36% | 98.36% |
| 14/11/2024 | 1.00% | 64.86 % | 65.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,196 CHF | 164,840 CHF | 99.94% | 99.94% |
| 13/11/2024 | 1.00% | 64.16 % | 64.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,788 CHF | 162,407 CHF | 99.64% | 99.64% |
| 12/11/2024 | 1.00% | 64.19 % | 64.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 162,380 CHF | 164,007 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 65.63 % | 66.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,678 CHF | 166,329 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.00% | 66.00 % | 66.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,240 CHF | 168,917 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 67.00 % | 67.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,333 CHF | 169,008 CHF | 99.91% | 99.91% |
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