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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 | 0.84% | 93.65 % | 94.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,373 CHF | 238,373 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.84% | 94.80 % | 95.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,307 CHF | 240,307 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.82% | 95.14 % | 95.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,332 CHF | 244,332 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.23 % | 98.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,207 CHF | 245,207 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.82% | 97.19 % | 97.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,906 CHF | 244,906 CHF | 99.84% | 99.84% |
| 13/11/2024 | 0.82% | 97.31 % | 98.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,435 CHF | 245,435 CHF | 99.76% | 99.76% |
| 12/11/2024 | 0.82% | 97.32 % | 98.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,890 CHF | 244,890 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,681 CHF | 244,681 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.78 % | 97.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,079 CHF | 243,079 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 96.57 % | 97.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,119 CHF | 243,119 CHF | 99.98% | 99.98% |
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