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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 | 0.95% | 83.45 % | 84.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,295 CHF | 211,295 CHF | 99.80% | 99.80% |
| 19/11/2024 | 0.94% | 84.94 % | 85.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,603 CHF | 214,603 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.89% | 88.72 % | 89.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,351 CHF | 225,351 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 89.17 % | 89.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,004 CHF | 223,004 CHF | 98.72% | 98.72% |
| 14/11/2024 | 0.94% | 86.58 % | 87.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,779 CHF | 213,779 CHF | 99.95% | 99.95% |
| 13/11/2024 | 0.98% | 81.96 % | 82.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,313 CHF | 204,313 CHF | 99.64% | 99.64% |
| 12/11/2024 | 1.00% | 79.01 % | 79.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,254 CHF | 201,251 CHF | 20.76% | 20.76% |
| 11/11/2024 | 0.93% | 85.27 % | 86.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,194 CHF | 215,194 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.92% | 83.91 % | 84.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,867 CHF | 218,867 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.85% | 93.90 % | 94.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,877 CHF | 235,877 CHF | 100.00% | 100.00% |
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