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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 | 0.92% | 86.52 % | 87.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,544 CHF | 219,544 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.91% | 87.45 % | 88.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,043 CHF | 220,043 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.92% | 87.37 % | 88.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,452 CHF | 219,452 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.92% | 86.50 % | 87.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,629 CHF | 218,629 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.92% | 87.50 % | 88.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,240 CHF | 218,240 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.94% | 84.81 % | 85.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,940 CHF | 212,940 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.93% | 84.50 % | 85.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,576 CHF | 215,576 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.91% | 86.39 % | 87.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,753 CHF | 219,753 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 86.90 % | 87.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,010 CHF | 220,010 CHF | 99.98% | 99.98% |
| 07/11/2024 | 0.91% | 87.41 % | 88.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,667 CHF | 221,667 CHF | 100.00% | 100.00% |
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