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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 | 1.00% | 68.72 % | 69.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 178,138 CHF | 179,926 CHF | 98.90% | 98.90% |
| 19/11/2024 | 1.00% | 73.22 % | 73.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,574 CHF | 185,420 CHF | 98.98% | 98.98% |
| 18/11/2024 | 1.00% | 73.13 % | 73.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,945 CHF | 185,793 CHF | 98.60% | 98.60% |
| 15/11/2024 | 1.00% | 77.72 % | 78.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,475 CHF | 201,472 CHF | 88.16% | 88.16% |
| 14/11/2024 | 0.96% | 83.24 % | 84.04 % | 250,000 | 230,000 | 250,000 | 245,837 | 207,552 CHF | 206,041 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 79.55 % | 80.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,227 CHF | 200,218 CHF | 92.93% | 92.93% |
| 12/11/2024 | 0.93% | 80.49 % | 81.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,037 CHF | 215,037 CHF | 99.21% | 99.21% |
| 11/11/2024 | 0.91% | 88.82 % | 89.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,285 CHF | 221,285 CHF | 98.08% | 98.08% |
| 08/11/2024 | 0.89% | 91.26 % | 92.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,932 CHF | 224,932 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.90% | 86.76 % | 87.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,956 CHF | 222,956 CHF | 86.15% | 86.15% |
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