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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 | 0.98% | 79.58 % | 80.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,685 CHF | 204,685 CHF | 99.87% | 99.87% |
| 19/11/2024 | 0.98% | 81.49 % | 82.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,987 CHF | 205,987 CHF | 99.69% | 99.69% |
| 18/11/2024 | 0.98% | 81.44 % | 82.24 % | 250,000 | 249,000 | 250,000 | 249,766 | 203,823 CHF | 205,630 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.97% | 81.20 % | 82.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,028 CHF | 207,028 CHF | 99.97% | 99.97% |
| 14/11/2024 | 0.97% | 82.96 % | 83.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,484 CHF | 206,484 CHF | 99.94% | 99.94% |
| 13/11/2024 | 0.96% | 81.73 % | 82.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,564 CHF | 209,564 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.91% | 84.81 % | 85.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,861 CHF | 220,861 CHF | 99.70% | 99.70% |
| 11/11/2024 | 0.84% | 94.69 % | 95.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,833 CHF | 238,833 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.32 % | 95.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,088 CHF | 238,088 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 94.97 % | 95.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,714 CHF | 239,714 CHF | 99.99% | 99.99% |
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