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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 | 0.83% | 95.38 % | 96.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,054 CHF | 241,054 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 95.12 % | 95.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,861 CHF | 240,861 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.83% | 95.29 % | 96.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,015 CHF | 241,015 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.83% | 95.44 % | 96.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,872 CHF | 240,872 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.83% | 95.55 % | 96.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,178 CHF | 241,178 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.83% | 95.35 % | 96.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,949 CHF | 241,949 CHF | 99.66% | 99.66% |
| 12/11/2024 | 0.83% | 96.47 % | 97.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,405 CHF | 243,405 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 96.27 % | 97.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,652 CHF | 240,652 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 95.14 % | 95.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,772 CHF | 239,772 CHF | 99.97% | 99.97% |
| 07/11/2024 | 0.83% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,982 CHF | 240,982 CHF | 99.93% | 99.93% |
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