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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% | 94.31 % | 95.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,984 CHF | 239,984 CHF | 99.84% | 99.84% |
| 19/11/2024 | 0.84% | 95.18 % | 95.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,729 CHF | 239,729 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.84% | 95.61 % | 96.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,773 CHF | 239,773 CHF | 99.96% | 99.96% |
| 15/11/2024 | 0.83% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,503 CHF | 242,503 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,277 CHF | 244,277 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.14 % | 96.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,282 CHF | 242,282 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.82% | 96.46 % | 97.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,455 CHF | 244,455 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.81% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,408 CHF | 246,408 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.47 % | 98.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,537 CHF | 245,537 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 97.86 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,909 CHF | 246,909 CHF | 99.89% | 99.89% |
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