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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 | 0.88% | 90.53 % | 91.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,944 CHF | 228,944 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 90.96 % | 91.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,296 CHF | 229,296 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.87% | 91.29 % | 92.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,604 CHF | 229,604 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 90.90 % | 91.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,054 CHF | 229,054 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 91.47 % | 92.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,519 CHF | 228,519 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.90% | 89.19 % | 89.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,214 CHF | 224,214 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.89% | 88.66 % | 89.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,786 CHF | 225,786 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.88% | 90.36 % | 91.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,734 CHF | 228,734 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 90.65 % | 91.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,271 CHF | 229,271 CHF | 99.78% | 99.78% |
| 07/11/2024 | 0.87% | 91.24 % | 92.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,901 CHF | 230,901 CHF | 100.00% | 100.00% |
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