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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 | 0.86% | 92.09 % | 92.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,394 CHF | 233,394 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.86% | 92.90 % | 93.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,206 CHF | 233,206 CHF | 99.61% | 99.61% |
| 18/11/2024 | 0.85% | 93.91 % | 94.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,830 CHF | 236,830 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 93.72 % | 94.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,619 CHF | 236,619 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 93.40 % | 94.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,596 CHF | 234,596 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.85% | 93.48 % | 94.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,198 CHF | 236,198 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.84% | 94.27 % | 95.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,443 CHF | 239,443 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.04 % | 97.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,879 CHF | 244,879 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,647 CHF | 243,647 CHF | 99.97% | 99.97% |
| 07/11/2024 | 0.82% | 97.63 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,744 CHF | 245,744 CHF | 99.92% | 99.92% |
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