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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 | 0.90% | 86.33 % | 87.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,283 CHF | 223,283 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.89% | 88.99 % | 89.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,803 CHF | 224,803 CHF | 99.28% | 99.28% |
| 18/11/2024 | 0.90% | 88.87 % | 89.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,744 CHF | 223,744 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.91% | 86.99 % | 87.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,774 CHF | 221,774 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 89.12 % | 89.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,527 CHF | 220,527 CHF | 97.84% | 97.84% |
| 13/11/2024 | 0.89% | 87.28 % | 88.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,682 CHF | 224,682 CHF | 98.55% | 98.55% |
| 12/11/2024 | 0.84% | 91.03 % | 91.83 % | 250,000 | 245,000 | 250,000 | 248,240 | 236,332 CHF | 236,667 CHF | 97.89% | 97.89% |
| 11/11/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,705 CHF | 252,727 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,702 CHF | 251,702 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,441 CHF | 252,450 CHF | 100.00% | 100.00% |
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