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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 | 0.85% | 93.03 % | 93.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,925 CHF | 235,925 CHF | 99.82% | 99.82% |
| 19/11/2024 | 0.85% | 93.14 % | 93.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,644 CHF | 235,644 CHF | 98.48% | 98.48% |
| 18/11/2024 | 0.84% | 95.47 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,056 CHF | 240,056 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.84% | 94.20 % | 95.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,487 CHF | 239,487 CHF | 99.96% | 99.96% |
| 14/11/2024 | 0.83% | 96.19 % | 96.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,724 CHF | 241,724 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.84% | 94.99 % | 95.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,607 CHF | 239,607 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.83% | 95.10 % | 95.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,762 CHF | 240,762 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.82% | 96.31 % | 97.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,643 CHF | 243,643 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.25 % | 97.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,192 CHF | 243,192 CHF | 99.95% | 99.95% |
| 07/11/2024 | 0.82% | 96.44 % | 97.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,854 CHF | 243,854 CHF | 99.97% | 99.97% |
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