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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 | 0.98% | 80.59 % | 81.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,157 CHF | 204,157 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.99% | 80.44 % | 81.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,598 CHF | 201,591 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.97% | 82.73 % | 83.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,651 CHF | 206,651 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 83.63 % | 84.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,533 CHF | 212,533 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.95% | 84.95 % | 85.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,979 CHF | 211,979 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.87% | 91.25 % | 92.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,332 CHF | 231,332 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 92.10 % | 92.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,897 CHF | 233,897 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 93.95 % | 94.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,389 CHF | 237,389 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 94.04 % | 94.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,734 CHF | 236,734 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.82% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,192 CHF | 244,192 CHF | 100.00% | 100.00% |
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