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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 | 0.92% | 86.63 % | 87.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,289 CHF | 219,289 CHF | 99.88% | 99.88% |
| 19/11/2024 | 0.91% | 87.61 % | 88.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,024 CHF | 221,024 CHF | 99.73% | 99.73% |
| 18/11/2024 | 0.88% | 89.85 % | 90.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,068 CHF | 228,068 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 90.22 % | 91.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,178 CHF | 226,178 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.91% | 88.60 % | 89.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,544 CHF | 220,544 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 85.88 % | 86.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,042 CHF | 215,042 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.94% | 84.08 % | 84.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,727 CHF | 214,727 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.90% | 88.02 % | 88.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,095 CHF | 222,095 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 87.22 % | 88.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,125 CHF | 224,125 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.85% | 93.76 % | 94.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,799 CHF | 235,799 CHF | 99.95% | 99.95% |
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