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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 | 0.91% | 86.48 % | 87.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,223 CHF | 221,223 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.89% | 89.68 % | 90.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,819 CHF | 226,819 CHF | 99.56% | 99.56% |
| 18/11/2024 | 0.87% | 90.93 % | 91.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,270 CHF | 230,270 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.87% | 91.19 % | 91.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,319 CHF | 230,319 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.88% | 91.09 % | 91.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,855 CHF | 227,855 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.88% | 89.60 % | 90.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,670 CHF | 227,670 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.86% | 91.06 % | 91.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,208 CHF | 233,208 CHF | 99.94% | 99.94% |
| 11/11/2024 | 0.86% | 92.46 % | 93.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,383 CHF | 232,383 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.87% | 92.06 % | 92.86 % | 250,000 | 237,000 | 250,000 | 244,493 | 229,958 CHF | 226,853 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.83% | 96.15 % | 96.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,168 CHF | 241,168 CHF | 99.98% | 99.98% |
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