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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% | 94.79 % | 95.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,281 CHF | 240,281 CHF | 99.93% | 99.93% |
| 19/11/2024 | 0.84% | 94.68 % | 95.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,436 CHF | 239,436 CHF | 99.70% | 99.70% |
| 18/11/2024 | 0.83% | 96.63 % | 97.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,207 CHF | 243,207 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.83% | 95.58 % | 96.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,995 CHF | 242,995 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.53 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,508 CHF | 245,508 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.83% | 96.44 % | 97.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,376 CHF | 243,376 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,526 CHF | 244,526 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.81% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,120 CHF | 247,120 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.56 % | 98.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,654 CHF | 246,654 CHF | 99.82% | 99.82% |
| 07/11/2024 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,361 CHF | 247,361 CHF | 99.99% | 99.99% |
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