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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 | 0.84% | 94.75 % | 95.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,556 CHF | 239,556 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 94.14 % | 94.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,564 CHF | 236,564 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.83% | 96.38 % | 97.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,879 CHF | 240,879 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.68 % | 97.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,304 CHF | 244,304 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,507 CHF | 243,507 CHF | 95.57% | 95.57% |
| 13/11/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,848 CHF | 250,848 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,984 CHF | 251,984 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,001 CHF | 253,026 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,535 CHF | 252,549 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,242 CHF | 254,267 CHF | 100.00% | 100.00% |
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