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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 | 0.88% | 89.31 % | 90.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,239 CHF | 227,239 CHF | 99.83% | 99.83% |
| 19/11/2024 | 0.89% | 89.42 % | 90.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,426 CHF | 226,426 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.86% | 92.30 % | 93.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,257 CHF | 232,257 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.86% | 91.49 % | 92.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,621 CHF | 233,621 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.85% | 94.22 % | 95.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,063 CHF | 236,063 CHF | 99.93% | 99.93% |
| 13/11/2024 | 0.86% | 92.20 % | 93.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,472 CHF | 232,472 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.86% | 92.01 % | 92.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,659 CHF | 234,659 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 94.73 % | 95.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,967 CHF | 239,967 CHF | 99.98% | 99.98% |
| 08/11/2024 | 0.84% | 94.14 % | 94.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,000 CHF | 239,000 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.83% | 95.63 % | 96.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,176 CHF | 242,176 CHF | 99.79% | 99.79% |
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