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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% | 93.10 % | 93.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,619 CHF | 233,619 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.87% | 91.79 % | 92.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,977 CHF | 229,977 CHF | 99.63% | 99.63% |
| 18/11/2024 | 0.87% | 91.32 % | 92.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,829 CHF | 231,829 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.86% | 92.04 % | 92.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,450 CHF | 234,450 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 94.69 % | 95.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,277 CHF | 239,277 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 95.24 % | 96.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,290 CHF | 239,290 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.80 % | 95.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,163 CHF | 239,163 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,988 CHF | 240,988 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.98 % | 95.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,468 CHF | 238,468 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 93.97 % | 94.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,242 CHF | 237,242 CHF | 100.00% | 100.00% |
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