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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 | 0.89% | 88.90 % | 89.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,335 CHF | 226,335 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 89.85 % | 90.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,268 CHF | 227,268 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.88% | 90.18 % | 90.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,208 CHF | 227,208 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 89.50 % | 90.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,877 CHF | 226,877 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 90.69 % | 91.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,955 CHF | 226,955 CHF | 99.95% | 99.95% |
| 13/11/2024 | 0.88% | 89.98 % | 90.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,994 CHF | 228,994 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.85% | 92.18 % | 92.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,581 CHF | 236,581 CHF | 97.71% | 97.71% |
| 11/11/2024 | 0.82% | 97.48 % | 98.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,842 CHF | 245,842 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.28 % | 98.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,297 CHF | 245,297 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.55 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,006 CHF | 246,006 CHF | 99.93% | 99.93% |
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