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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 | 1.00% | 73.86 % | 74.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,733 CHF | 188,610 CHF | 99.91% | 99.91% |
| 19/11/2024 | 1.00% | 73.93 % | 74.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,310 CHF | 183,132 CHF | 96.75% | 96.75% |
| 18/11/2024 | 1.00% | 78.64 % | 79.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,010 CHF | 193,938 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.98% | 80.20 % | 81.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,482 CHF | 204,481 CHF | 95.45% | 95.45% |
| 14/11/2024 | 0.99% | 82.18 % | 82.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,193 CHF | 203,191 CHF | 79.46% | 79.46% |
| 13/11/2024 | 0.88% | 89.92 % | 90.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,806 CHF | 227,806 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.87% | 90.49 % | 91.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,819 CHF | 230,819 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 93.08 % | 93.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,581 CHF | 235,581 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 93.20 % | 94.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,142 CHF | 235,142 CHF | 99.96% | 99.96% |
| 07/11/2024 | 0.83% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,923 CHF | 242,923 CHF | 99.98% | 99.98% |
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