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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 | 0.90% | 87.88 % | 88.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,771 CHF | 223,771 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 89.09 % | 89.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,343 CHF | 224,343 CHF | 99.76% | 99.76% |
| 18/11/2024 | 0.89% | 89.62 % | 90.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,812 CHF | 224,812 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 89.91 % | 90.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,514 CHF | 228,514 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.87% | 91.39 % | 92.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,240 CHF | 230,240 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.88% | 90.71 % | 91.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,273 CHF | 229,273 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.87% | 91.40 % | 92.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,023 CHF | 232,023 CHF | 99.93% | 99.93% |
| 11/11/2024 | 0.86% | 92.62 % | 93.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,904 CHF | 233,904 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 92.31 % | 93.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,513 CHF | 232,513 CHF | 99.93% | 99.93% |
| 07/11/2024 | 0.86% | 92.24 % | 93.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,613 CHF | 232,613 CHF | 100.00% | 100.00% |
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