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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 | 0.86% | 92.54 % | 93.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,808 CHF | 233,808 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.86% | 93.11 % | 93.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,801 CHF | 234,801 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.84% | 94.11 % | 94.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,787 CHF | 237,787 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 94.14 % | 94.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,972 CHF | 236,972 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.86% | 93.45 % | 94.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,230 CHF | 234,230 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.87% | 92.19 % | 92.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,619 CHF | 231,619 CHF | 99.83% | 99.83% |
| 12/11/2024 | 0.87% | 91.20 % | 92.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,171 CHF | 231,171 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.86% | 92.96 % | 93.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,598 CHF | 234,598 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 92.57 % | 93.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,520 CHF | 235,520 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.83% | 95.80 % | 96.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,222 CHF | 241,222 CHF | 99.98% | 99.98% |
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