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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 | 0.88% | 90.01 % | 90.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,432 CHF | 228,432 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 90.07 % | 90.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,966 CHF | 227,966 CHF | 99.71% | 99.71% |
| 18/11/2024 | 0.86% | 92.44 % | 93.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,868 CHF | 232,868 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 91.65 % | 92.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,211 CHF | 233,211 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 93.87 % | 94.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,606 CHF | 235,606 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.86% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,076 CHF | 234,076 CHF | 99.76% | 99.76% |
| 12/11/2024 | 0.85% | 92.76 % | 93.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,922 CHF | 234,922 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.84% | 94.37 % | 95.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,619 CHF | 238,619 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 93.79 % | 94.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,235 CHF | 237,235 CHF | 99.98% | 99.98% |
| 07/11/2024 | 0.84% | 94.30 % | 95.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,412 CHF | 238,412 CHF | 99.99% | 99.99% |
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