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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% | 84.91 % | 85.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,688 CHF | 214,688 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.95% | 84.00 % | 84.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,075 CHF | 211,075 CHF | 99.75% | 99.75% |
| 18/11/2024 | 0.95% | 84.33 % | 85.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,514 CHF | 211,514 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 83.45 % | 84.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,403 CHF | 213,403 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.93% | 85.89 % | 86.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,284 CHF | 216,284 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 85.47 % | 86.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,820 CHF | 216,820 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.92% | 86.06 % | 86.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,446 CHF | 218,446 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.90% | 87.97 % | 88.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,377 CHF | 222,377 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 87.55 % | 88.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,869 CHF | 221,869 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.90% | 88.13 % | 88.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,346 CHF | 224,346 CHF | 99.88% | 99.88% |
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