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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 | 0.82% | 96.49 % | 97.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,722 CHF | 243,722 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.82% | 97.40 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,551 CHF | 245,551 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.80% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,806 CHF | 249,806 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,339 CHF | 248,339 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.82% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,558 CHF | 243,558 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.85% | 94.96 % | 95.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,552 CHF | 237,552 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 92.72 % | 93.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,297 CHF | 236,297 CHF | 99.73% | 99.73% |
| 11/11/2024 | 0.82% | 96.55 % | 97.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,522 CHF | 243,522 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 95.92 % | 96.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,345 CHF | 245,345 CHF | 99.86% | 99.86% |
| 07/11/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,792 CHF | 251,792 CHF | 99.97% | 99.97% |
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