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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% | 95.20 % | 96.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,634 CHF | 240,634 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.83% | 95.23 % | 96.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,685 CHF | 240,685 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.82% | 96.88 % | 97.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,857 CHF | 243,857 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.82% | 96.19 % | 96.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,662 CHF | 243,662 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,523 CHF | 244,523 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.83% | 96.33 % | 97.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,031 CHF | 243,031 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,099 CHF | 244,099 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,601 CHF | 246,601 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,320 CHF | 246,320 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.81% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,206 CHF | 247,206 CHF | 99.98% | 99.98% |
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