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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% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,302 CHF | 240,302 CHF | 99.95% | 99.95% |
| 19/11/2024 | 0.83% | 95.65 % | 96.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,829 CHF | 240,829 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.83% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,262 CHF | 243,262 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,751 CHF | 242,751 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 95.94 % | 96.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,172 CHF | 240,172 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.85% | 94.48 % | 95.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,055 CHF | 237,055 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.85% | 93.13 % | 93.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,956 CHF | 235,956 CHF | 99.94% | 99.94% |
| 11/11/2024 | 0.84% | 95.32 % | 96.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,362 CHF | 240,362 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 94.71 % | 95.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,199 CHF | 241,199 CHF | 99.90% | 99.90% |
| 07/11/2024 | 0.82% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,856 CHF | 245,856 CHF | 100.00% | 100.00% |
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