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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 | 0.93% | 85.25 % | 86.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,502 CHF | 215,502 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.93% | 85.65 % | 86.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,337 CHF | 216,337 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.92% | 86.56 % | 87.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,809 CHF | 218,809 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.92% | 86.53 % | 87.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,144 CHF | 218,144 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.93% | 86.27 % | 87.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,476 CHF | 216,476 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.93% | 85.46 % | 86.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,953 CHF | 214,953 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.94% | 84.53 % | 85.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,385 CHF | 214,385 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.92% | 86.19 % | 86.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,491 CHF | 217,491 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.92% | 85.64 % | 86.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,645 CHF | 217,645 CHF | 99.94% | 99.94% |
| 07/11/2024 | 0.90% | 88.08 % | 88.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,009 CHF | 222,009 CHF | 100.00% | 100.00% |
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