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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.83% | 96.05 % | 96.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,255 CHF | 242,255 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.83% | 95.91 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,476 CHF | 242,476 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.83% | 96.31 % | 97.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,164 CHF | 241,164 CHF | 99.79% | 99.79% |
| 18/11/2024 | 0.84% | 95.33 % | 96.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,123 CHF | 238,123 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.85% | 93.66 % | 94.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,949 CHF | 235,949 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 92.12 % | 92.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,435 CHF | 232,435 CHF | 99.94% | 99.94% |
| 13/11/2024 | 0.86% | 92.74 % | 93.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,632 CHF | 234,632 CHF | 99.74% | 99.74% |
| 12/11/2024 | 0.85% | 92.90 % | 93.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,971 CHF | 235,971 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 94.44 % | 95.24 % | 250,000 | 225,000 | 250,000 | 225,059 | 236,571 CHF | 214,771 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.74 % | 95.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,867 CHF | 239,867 CHF | 99.86% | 99.86% |
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