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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 | 0.86% | 92.21 % | 93.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,014 CHF | 234,014 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.86% | 92.30 % | 93.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,792 CHF | 233,792 CHF | 97.98% | 97.98% |
| 18/11/2024 | 0.84% | 95.15 % | 95.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,495 CHF | 239,495 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.84% | 93.98 % | 94.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,181 CHF | 239,181 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.83% | 96.15 % | 96.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,175 CHF | 241,175 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.84% | 94.70 % | 95.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,916 CHF | 238,916 CHF | 99.63% | 99.63% |
| 12/11/2024 | 0.84% | 94.84 % | 95.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,347 CHF | 240,347 CHF | 99.94% | 99.94% |
| 11/11/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,706 CHF | 244,706 CHF | 99.98% | 99.98% |
| 08/11/2024 | 0.82% | 96.43 % | 97.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,779 CHF | 243,779 CHF | 99.82% | 99.82% |
| 07/11/2024 | 0.82% | 96.94 % | 97.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,162 CHF | 245,162 CHF | 99.98% | 99.98% |
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