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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% | 96.15 % | 96.95 % | 235,000 | 250,000 | 248,529 | 250,000 | 239,090 CHF | 242,506 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 96.46 % | 97.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,935 CHF | 242,935 CHF | 99.84% | 99.84% |
| 18/11/2024 | 0.82% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,364 CHF | 244,364 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,056 CHF | 244,056 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.59 % | 97.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,481 CHF | 242,481 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 95.55 % | 96.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,213 CHF | 240,213 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,728 CHF | 239,728 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 96.29 % | 97.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,728 CHF | 242,728 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.87 % | 96.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,136 CHF | 243,136 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.82% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,211 CHF | 246,211 CHF | 99.93% | 99.93% |
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