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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 | 0.84% | 95.04 % | 95.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,059 CHF | 240,059 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 95.44 % | 96.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,332 CHF | 239,332 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.85% | 94.55 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,256 CHF | 236,256 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 92.89 % | 93.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,217 CHF | 234,217 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.87% | 91.68 % | 92.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,121 CHF | 231,121 CHF | 99.95% | 99.95% |
| 13/11/2024 | 0.84% | 94.02 % | 94.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,857 CHF | 237,857 CHF | 99.92% | 99.92% |
| 12/11/2024 | 0.84% | 94.18 % | 94.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,968 CHF | 238,968 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.34 % | 96.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,465 CHF | 241,465 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.80 % | 96.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,528 CHF | 242,528 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.02 % | 97.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,148 CHF | 244,148 CHF | 99.70% | 99.70% |
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