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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 | 0.84% | 94.07 % | 94.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,861 CHF | 238,861 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.84% | 94.85 % | 95.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,060 CHF | 239,060 CHF | 99.45% | 99.45% |
| 18/11/2024 | 0.84% | 95.21 % | 96.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,023 CHF | 239,023 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 95.51 % | 96.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,284 CHF | 242,284 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 96.85 % | 97.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,159 CHF | 244,159 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 95.85 % | 96.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,134 CHF | 242,134 CHF | 99.90% | 99.90% |
| 12/11/2024 | 0.82% | 96.41 % | 97.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,681 CHF | 243,681 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,232 CHF | 244,232 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.23 % | 97.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,549 CHF | 242,549 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 96.14 % | 96.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,292 CHF | 242,292 CHF | 99.92% | 99.92% |
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