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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% | 93.14 % | 93.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,221 CHF | 236,221 CHF | 99.88% | 99.88% |
| 19/11/2024 | 0.85% | 93.33 % | 94.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,942 CHF | 235,942 CHF | 99.63% | 99.63% |
| 18/11/2024 | 0.84% | 94.97 % | 95.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,519 CHF | 239,519 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 94.55 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,800 CHF | 239,800 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.83% | 96.28 % | 97.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,844 CHF | 241,844 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.83% | 95.48 % | 96.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,956 CHF | 240,956 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.83% | 95.62 % | 96.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,666 CHF | 241,666 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.58 % | 97.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,088 CHF | 244,088 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.33 % | 97.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,209 CHF | 243,209 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.82% | 96.58 % | 97.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,898 CHF | 243,898 CHF | 99.95% | 99.95% |
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