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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.87% | 92.97 % | 93.77 % | 250,000 | 230,000 | 250,000 | 249,822 | 229,306 CHF | 231,139 CHF | 99.98% | 99.98% |
| 20/11/2024 | 0.87% | 92.01 % | 92.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,857 CHF | 230,857 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.89% | 90.73 % | 91.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,874 CHF | 226,874 CHF | 99.68% | 99.68% |
| 18/11/2024 | 0.88% | 90.09 % | 90.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,402 CHF | 228,402 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 90.63 % | 91.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,146 CHF | 231,146 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.85% | 93.55 % | 94.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,377 CHF | 236,377 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.85% | 94.03 % | 94.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,918 CHF | 235,918 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.85% | 93.50 % | 94.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,921 CHF | 235,921 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.84% | 94.80 % | 95.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,822 CHF | 237,822 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 93.50 % | 94.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,945 CHF | 234,945 CHF | 99.92% | 99.92% |
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