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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 | 0.95% | 83.57 % | 84.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,614 CHF | 211,614 CHF | 99.82% | 99.82% |
| 19/11/2024 | 0.94% | 85.00 % | 85.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,535 CHF | 214,535 CHF | 98.19% | 98.19% |
| 18/11/2024 | 0.89% | 88.38 % | 89.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,645 CHF | 224,645 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 88.76 % | 89.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,151 CHF | 222,151 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.94% | 86.29 % | 87.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,441 CHF | 213,441 CHF | 99.95% | 99.95% |
| 13/11/2024 | 0.98% | 82.17 % | 82.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,931 CHF | 204,931 CHF | 99.62% | 99.62% |
| 12/11/2024 | 1.00% | 79.21 % | 80.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,494 CHF | 201,494 CHF | 20.76% | 20.76% |
| 11/11/2024 | 0.93% | 85.17 % | 85.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,948 CHF | 214,948 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.92% | 83.89 % | 84.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,532 CHF | 218,532 CHF | 99.76% | 99.76% |
| 07/11/2024 | 0.86% | 93.26 % | 94.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,441 CHF | 234,441 CHF | 99.95% | 99.95% |
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