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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 | 1.00% | 77.30 % | 78.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,050 CHF | 196,004 CHF | 99.78% | 99.78% |
| 19/11/2024 | 1.00% | 77.03 % | 77.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,100 CHF | 195,042 CHF | 98.06% | 98.06% |
| 18/11/2024 | 1.00% | 79.70 % | 80.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,544 CHF | 200,540 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 79.09 % | 79.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,867 CHF | 202,865 CHF | 99.95% | 99.95% |
| 14/11/2024 | 0.98% | 81.44 % | 82.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,228 CHF | 204,228 CHF | 99.89% | 99.89% |
| 13/11/2024 | 0.99% | 80.49 % | 81.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,028 CHF | 204,028 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.97% | 81.33 % | 82.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,959 CHF | 206,959 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.94% | 83.73 % | 84.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,011 CHF | 213,011 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.94% | 83.87 % | 84.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,068 CHF | 213,068 CHF | 99.90% | 99.90% |
| 07/11/2024 | 0.93% | 85.21 % | 86.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,693 CHF | 216,693 CHF | 99.98% | 99.98% |
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