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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 | 0.87% | 90.81 % | 91.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,921 CHF | 229,921 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.87% | 91.40 % | 92.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,634 CHF | 230,634 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.87% | 92.01 % | 92.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,708 CHF | 231,708 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 91.84 % | 92.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,401 CHF | 232,401 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.86% | 92.35 % | 93.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,352 CHF | 232,352 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.87% | 91.55 % | 92.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,526 CHF | 230,526 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.87% | 91.38 % | 92.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,165 CHF | 231,165 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.87% | 92.04 % | 92.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,189 CHF | 232,189 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.87% | 91.80 % | 92.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,329 CHF | 231,329 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.87% | 91.72 % | 92.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,270 CHF | 231,270 CHF | 100.00% | 100.00% |
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