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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 | 0.85% | 93.12 % | 93.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,296 CHF | 236,296 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.85% | 92.76 % | 93.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,353 CHF | 235,353 CHF | 98.28% | 98.28% |
| 18/11/2024 | 0.83% | 96.12 % | 96.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,691 CHF | 241,691 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.83% | 94.57 % | 95.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,998 CHF | 240,998 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.82% | 97.04 % | 97.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,622 CHF | 243,622 CHF | 99.95% | 99.95% |
| 13/11/2024 | 0.83% | 95.32 % | 96.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,768 CHF | 240,768 CHF | 99.68% | 99.68% |
| 12/11/2024 | 0.83% | 95.84 % | 96.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,938 CHF | 242,938 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,066 CHF | 247,066 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.49 % | 98.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,508 CHF | 246,508 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.81% | 97.87 % | 98.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,581 CHF | 247,581 CHF | 99.92% | 99.92% |
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