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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 | 0.85% | 93.20 % | 94.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,292 CHF | 236,292 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.85% | 93.29 % | 94.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,061 CHF | 236,061 CHF | 99.72% | 99.72% |
| 18/11/2024 | 0.83% | 95.66 % | 96.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,627 CHF | 240,627 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.84% | 94.56 % | 95.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,303 CHF | 240,303 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.52 % | 97.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,497 CHF | 242,497 CHF | 99.94% | 99.94% |
| 13/11/2024 | 0.84% | 95.22 % | 96.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,151 CHF | 240,151 CHF | 99.74% | 99.74% |
| 12/11/2024 | 0.83% | 95.35 % | 96.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,427 CHF | 241,427 CHF | 99.93% | 99.93% |
| 11/11/2024 | 0.82% | 96.76 % | 97.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,746 CHF | 244,746 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.82% | 96.42 % | 97.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,777 CHF | 243,777 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.82% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,918 CHF | 244,918 CHF | 100.00% | 100.00% |
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