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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 | 0.94% | 82.83 % | 83.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,015 CHF | 213,015 CHF | 99.93% | 99.93% |
| 19/11/2024 | 0.94% | 84.78 % | 85.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,418 CHF | 214,418 CHF | 99.69% | 99.69% |
| 18/11/2024 | 0.94% | 84.90 % | 85.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,777 CHF | 213,777 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.94% | 83.88 % | 84.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,571 CHF | 213,571 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.94% | 85.72 % | 86.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,907 CHF | 212,907 CHF | 99.94% | 99.94% |
| 13/11/2024 | 0.93% | 84.27 % | 85.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,377 CHF | 216,377 CHF | 99.92% | 99.92% |
| 12/11/2024 | 0.88% | 87.75 % | 88.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,094 CHF | 229,094 CHF | 98.79% | 98.79% |
| 11/11/2024 | 0.82% | 97.21 % | 98.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,136 CHF | 245,136 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.59 % | 97.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,536 CHF | 243,536 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 96.83 % | 97.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,381 CHF | 244,381 CHF | 99.84% | 99.84% |
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