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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 | 0.84% | 94.46 % | 95.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,297 CHF | 238,297 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 94.44 % | 95.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,368 CHF | 237,368 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.84% | 94.66 % | 95.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,658 CHF | 238,658 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.84% | 94.43 % | 95.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,768 CHF | 238,768 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 94.69 % | 95.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,839 CHF | 238,839 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.84% | 94.91 % | 95.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,031 CHF | 240,031 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.93 % | 95.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,184 CHF | 240,184 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.99 % | 96.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,175 CHF | 242,175 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.71 % | 97.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,453 CHF | 243,453 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 96.61 % | 97.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,075 CHF | 243,075 CHF | 99.92% | 99.92% |
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