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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 | 0.83% | 96.25 % | 97.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,203 CHF | 242,203 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 96.05 % | 96.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,428 CHF | 242,428 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,376 CHF | 244,376 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.82% | 97.03 % | 97.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,356 CHF | 245,356 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,605 CHF | 244,605 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.83% | 96.43 % | 97.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,438 CHF | 242,438 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.75 % | 96.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,125 CHF | 243,125 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,824 CHF | 246,824 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.39 % | 98.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,089 CHF | 247,089 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,047 CHF | 250,047 CHF | 100.00% | 100.00% |
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