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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 | 0.94% | 84.23 % | 85.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,613 CHF | 213,613 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.96% | 83.83 % | 84.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,516 CHF | 209,516 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.93% | 86.69 % | 87.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,641 CHF | 216,641 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 87.96 % | 88.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,016 CHF | 222,016 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.91% | 88.48 % | 89.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,632 CHF | 219,632 CHF | 97.91% | 97.91% |
| 13/11/2024 | 0.86% | 92.63 % | 93.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,372 CHF | 234,372 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.85% | 93.30 % | 94.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,538 CHF | 236,538 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 94.63 % | 95.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,549 CHF | 239,549 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.83 % | 95.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,519 CHF | 238,519 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 96.20 % | 97.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,648 CHF | 242,648 CHF | 99.91% | 99.91% |
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