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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 | 0.99% | 79.66 % | 80.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,423 CHF | 203,422 CHF | 99.80% | 99.80% |
| 19/11/2024 | 0.99% | 79.86 % | 80.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,602 CHF | 203,601 CHF | 97.49% | 97.49% |
| 18/11/2024 | 0.93% | 85.61 % | 86.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,987 CHF | 214,987 CHF | 97.53% | 97.53% |
| 15/11/2024 | 0.94% | 83.20 % | 84.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,986 CHF | 213,986 CHF | 99.89% | 99.89% |
| 14/11/2024 | 0.92% | 87.10 % | 87.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,452 CHF | 217,452 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.95% | 83.97 % | 84.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,537 CHF | 212,537 CHF | 99.71% | 99.71% |
| 12/11/2024 | 0.93% | 84.71 % | 85.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,283 CHF | 216,283 CHF | 99.92% | 99.92% |
| 11/11/2024 | 0.90% | 88.03 % | 88.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,180 CHF | 224,180 CHF | 99.98% | 99.98% |
| 08/11/2024 | 0.90% | 87.95 % | 88.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,297 CHF | 223,297 CHF | 99.58% | 99.58% |
| 07/11/2024 | 0.89% | 89.13 % | 89.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,297 CHF | 226,297 CHF | 99.97% | 99.97% |
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