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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 | 0.98% | 78.64 % | 79.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,864 CHF | 203,860 CHF | 78.31% | 78.31% |
| 19/11/2024 | 1.00% | 77.57 % | 78.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,722 CHF | 191,623 CHF | 62.92% | 62.92% |
| 18/11/2024 | 0.96% | 86.09 % | 86.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,379 CHF | 208,379 CHF | 98.12% | 98.12% |
| 15/11/2024 | 0.89% | 87.42 % | 88.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,512 CHF | 224,512 CHF | 67.41% | 67.41% |
| 14/11/2024 | 0.92% | 89.12 % | 89.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,918 CHF | 218,918 CHF | 70.13% | 70.13% |
| 13/11/2024 | 0.81% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,668 CHF | 248,668 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,284 CHF | 249,284 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,747 CHF | 250,747 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,631 CHF | 249,631 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,402 CHF | 252,412 CHF | 100.00% | 100.00% |
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