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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 | 1.00% | 78.02 % | 78.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,666 CHF | 199,650 CHF | 99.97% | 99.97% |
| 19/11/2024 | 1.00% | 77.90 % | 78.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,864 CHF | 192,781 CHF | 97.25% | 97.25% |
| 18/11/2024 | 0.98% | 82.49 % | 83.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,490 CHF | 204,490 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 84.52 % | 85.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,579 CHF | 214,579 CHF | 98.69% | 98.69% |
| 14/11/2024 | 0.94% | 85.48 % | 86.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,261 CHF | 213,260 CHF | 73.81% | 73.81% |
| 13/11/2024 | 0.85% | 93.00 % | 93.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,505 CHF | 235,505 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.84% | 93.65 % | 94.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,216 CHF | 238,216 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.83% | 95.59 % | 96.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,626 CHF | 241,626 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.67 % | 96.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,069 CHF | 241,069 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 97.65 % | 98.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,948 CHF | 246,948 CHF | 99.99% | 99.99% |
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