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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% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,210 CHF | 243,210 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,623 CHF | 242,623 CHF | 98.35% | 98.35% |
| 18/11/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,748 CHF | 247,748 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,069 CHF | 248,069 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,537 CHF | 250,540 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,154 CHF | 248,154 CHF | 99.75% | 99.75% |
| 12/11/2024 | 0.80% | 98.66 % | 99.46 % | 240,000 | 250,000 | 247,049 | 250,000 | 244,779 CHF | 249,699 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,433 CHF | 252,443 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,496 CHF | 251,498 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,407 CHF | 252,413 CHF | 100.00% | 100.00% |
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