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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 | 0.86% | 92.54 % | 93.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,636 CHF | 234,636 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.86% | 92.66 % | 93.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,394 CHF | 234,394 CHF | 98.47% | 98.47% |
| 18/11/2024 | 0.84% | 94.81 % | 95.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,342 CHF | 238,342 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.84% | 93.72 % | 94.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,104 CHF | 238,104 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 95.50 % | 96.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,184 CHF | 240,184 CHF | 99.95% | 99.95% |
| 13/11/2024 | 0.84% | 94.45 % | 95.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,214 CHF | 238,214 CHF | 99.92% | 99.92% |
| 12/11/2024 | 0.84% | 94.49 % | 95.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,166 CHF | 239,166 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.83% | 95.62 % | 96.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,940 CHF | 241,940 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.46 % | 96.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,295 CHF | 241,295 CHF | 99.89% | 99.89% |
| 07/11/2024 | 0.83% | 95.69 % | 96.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,885 CHF | 241,885 CHF | 99.88% | 99.88% |
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