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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 | 0.89% | 89.09 % | 89.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,517 CHF | 226,517 CHF | 99.74% | 99.74% |
| 19/11/2024 | 0.89% | 89.17 % | 89.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,340 CHF | 226,340 CHF | 97.66% | 97.66% |
| 18/11/2024 | 0.86% | 92.95 % | 93.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,688 CHF | 233,688 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.86% | 91.43 % | 92.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,498 CHF | 233,498 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 94.42 % | 95.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,763 CHF | 236,763 CHF | 99.92% | 99.92% |
| 13/11/2024 | 0.86% | 92.29 % | 93.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,159 CHF | 233,159 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.85% | 92.77 % | 93.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,668 CHF | 235,668 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.83% | 94.90 % | 95.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,561 CHF | 240,561 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.75 % | 95.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,768 CHF | 239,768 CHF | 99.91% | 99.91% |
| 07/11/2024 | 0.83% | 95.37 % | 96.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,306 CHF | 241,306 CHF | 99.97% | 99.97% |
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