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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 | 0.83% | 96.24 % | 97.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,518 CHF | 241,518 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.85% | 94.60 % | 95.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,507 CHF | 237,507 CHF | 99.76% | 99.76% |
| 18/11/2024 | 0.84% | 95.18 % | 95.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,857 CHF | 238,857 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.82% | 95.75 % | 96.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,548 CHF | 244,548 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.82% | 97.28 % | 98.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,558 CHF | 244,558 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,003 CHF | 248,003 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,693 CHF | 249,693 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,687 CHF | 251,689 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,432 CHF | 253,453 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,413 CHF | 254,438 CHF | 99.99% | 99.99% |
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