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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 | 0.87% | 91.78 % | 92.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,902 CHF | 231,902 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.86% | 92.43 % | 93.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,036 CHF | 233,036 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.84% | 93.99 % | 94.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,852 CHF | 237,852 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 94.13 % | 94.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,658 CHF | 236,658 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 93.09 % | 93.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,256 CHF | 232,256 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 90.65 % | 91.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,195 CHF | 227,195 CHF | 99.83% | 99.83% |
| 12/11/2024 | 0.89% | 88.95 % | 89.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,335 CHF | 226,335 CHF | 99.96% | 99.96% |
| 11/11/2024 | 0.86% | 92.29 % | 93.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,771 CHF | 232,771 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 91.64 % | 92.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,475 CHF | 234,475 CHF | 99.95% | 99.95% |
| 07/11/2024 | 0.83% | 96.26 % | 97.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,488 CHF | 242,488 CHF | 100.00% | 100.00% |
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