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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 | 0.83% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,145 CHF | 241,145 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.83% | 95.29 % | 96.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,591 CHF | 240,591 CHF | 99.59% | 99.59% |
| 18/11/2024 | 0.83% | 96.24 % | 97.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,803 CHF | 242,803 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.05 % | 96.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,171 CHF | 243,171 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.34 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,139 CHF | 245,139 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.02 % | 97.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,704 CHF | 244,704 CHF | 99.65% | 99.65% |
| 12/11/2024 | 0.82% | 97.04 % | 97.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,897 CHF | 244,897 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,142 CHF | 246,142 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.13 % | 97.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,082 CHF | 245,082 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,466 CHF | 245,466 CHF | 99.98% | 99.98% |
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