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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% | 95.06 % | 95.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,974 CHF | 239,974 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 95.64 % | 96.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,024 CHF | 241,024 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.82% | 96.78 % | 97.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,710 CHF | 244,710 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.94 % | 97.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,834 CHF | 243,834 CHF | 99.96% | 99.96% |
| 14/11/2024 | 0.84% | 96.11 % | 96.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,272 CHF | 240,272 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 94.28 % | 95.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,575 CHF | 236,575 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 92.90 % | 93.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,015 CHF | 236,015 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.74 % | 96.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,275 CHF | 241,275 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.05 % | 95.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,324 CHF | 242,324 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,692 CHF | 248,692 CHF | 100.00% | 100.00% |
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