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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 | 0.87% | 91.74 % | 92.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,897 CHF | 231,897 CHF | 99.93% | 99.93% |
| 19/11/2024 | 0.87% | 91.90 % | 92.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,506 CHF | 231,506 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.86% | 92.84 % | 93.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,883 CHF | 233,883 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.86% | 92.12 % | 92.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,314 CHF | 233,314 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 92.87 % | 93.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,101 CHF | 234,101 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 92.51 % | 93.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,883 CHF | 233,883 CHF | 99.73% | 99.73% |
| 12/11/2024 | 0.86% | 92.64 % | 93.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,428 CHF | 234,428 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 93.61 % | 94.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,474 CHF | 236,474 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 94.07 % | 94.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,123 CHF | 237,123 CHF | 99.89% | 99.89% |
| 07/11/2024 | 0.85% | 93.79 % | 94.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,339 CHF | 236,339 CHF | 100.00% | 100.00% |
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