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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.87% | 92.15 % | 92.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,206 CHF | 231,206 CHF | 99.61% | 99.61% |
| 22/11/2024 | 0.87% | 91.66 % | 92.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,500 CHF | 230,500 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.87% | 91.53 % | 92.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,944 CHF | 231,944 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 92.27 % | 93.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,005 CHF | 232,005 CHF | 99.72% | 99.72% |
| 18/11/2024 | 0.86% | 92.82 % | 93.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,660 CHF | 233,660 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 92.70 % | 93.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,368 CHF | 234,368 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 94.66 % | 95.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,114 CHF | 238,114 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 94.41 % | 95.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,506 CHF | 238,506 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.84% | 94.98 % | 95.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,410 CHF | 240,410 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.43 % | 97.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,514 CHF | 243,514 CHF | 100.00% | 100.00% |
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