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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 | 0.85% | 93.76 % | 94.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,634 CHF | 237,634 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.85% | 93.96 % | 94.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,551 CHF | 236,551 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.84% | 94.77 % | 95.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,240 CHF | 239,240 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 95.52 % | 96.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,263 CHF | 241,263 CHF | 99.97% | 99.97% |
| 14/11/2024 | 0.84% | 95.78 % | 96.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,724 CHF | 239,724 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.84% | 94.56 % | 95.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,655 CHF | 238,655 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.84% | 94.63 % | 95.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,925 CHF | 239,925 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.88 % | 96.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,940 CHF | 242,940 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.97 % | 96.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,835 CHF | 242,835 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,406 CHF | 245,406 CHF | 100.00% | 100.00% |
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