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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% | 93.17 % | 93.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,922 CHF | 233,922 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 91.93 % | 92.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,496 CHF | 230,496 CHF | 99.82% | 99.82% |
| 18/11/2024 | 0.86% | 91.58 % | 92.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,672 CHF | 232,672 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.85% | 92.39 % | 93.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,412 CHF | 235,412 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.84% | 94.98 % | 95.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,111 CHF | 240,111 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 95.52 % | 96.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,033 CHF | 240,033 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 95.10 % | 95.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,898 CHF | 239,898 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.83% | 96.11 % | 96.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,369 CHF | 241,369 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 95.11 % | 95.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,032 CHF | 239,032 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.84% | 94.49 % | 95.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,252 CHF | 238,252 CHF | 100.00% | 100.00% |
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