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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% | 95.24 % | 96.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,102 CHF | 241,102 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 95.47 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,166 CHF | 240,166 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.83% | 96.21 % | 97.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,246 CHF | 243,246 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.07 % | 97.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,054 CHF | 245,054 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.17 % | 97.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,498 CHF | 243,498 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.01 % | 96.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,104 CHF | 242,104 CHF | 99.87% | 99.87% |
| 12/11/2024 | 0.83% | 95.82 % | 96.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,835 CHF | 242,835 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,135 CHF | 246,135 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.18 % | 97.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,032 CHF | 246,032 CHF | 99.91% | 99.91% |
| 07/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,855 CHF | 248,855 CHF | 100.00% | 100.00% |
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