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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% | 95.44 % | 96.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,687 CHF | 241,687 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 95.65 % | 96.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,625 CHF | 241,625 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,289 CHF | 244,289 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.39 % | 97.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,230 CHF | 244,230 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.65 % | 98.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,759 CHF | 245,759 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,623 CHF | 244,623 CHF | 99.77% | 99.77% |
| 12/11/2024 | 0.82% | 97.03 % | 97.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,089 CHF | 245,089 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,895 CHF | 246,895 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.34 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,884 CHF | 245,884 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 97.57 % | 98.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,431 CHF | 246,431 CHF | 99.98% | 99.98% |
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