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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 | 0.91% | 87.10 % | 87.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,991 CHF | 219,991 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.92% | 86.85 % | 87.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,371 CHF | 218,371 CHF | 99.53% | 99.53% |
| 18/11/2024 | 0.90% | 88.45 % | 89.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,518 CHF | 223,518 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 88.94 % | 89.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,950 CHF | 224,950 CHF | 99.93% | 99.93% |
| 14/11/2024 | 0.89% | 89.80 % | 90.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,541 CHF | 224,541 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 89.36 % | 90.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,644 CHF | 227,644 CHF | 99.59% | 99.59% |
| 12/11/2024 | 0.86% | 92.79 % | 93.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,119 CHF | 234,119 CHF | 97.47% | 97.47% |
| 11/11/2024 | 0.88% | 90.46 % | 91.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,255 CHF | 227,255 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 87.82 % | 88.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,816 CHF | 221,816 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.90% | 88.12 % | 88.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,112 CHF | 223,112 CHF | 100.00% | 100.00% |
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