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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 | 0.85% | 92.66 % | 93.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,295 CHF | 236,295 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 93.88 % | 94.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,484 CHF | 236,484 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.85% | 94.55 % | 95.35 % | 235,000 | 250,000 | 241,398 | 250,000 | 226,986 CHF | 237,070 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 95.03 % | 95.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,669 CHF | 241,669 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,443 CHF | 243,443 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 95.38 % | 96.18 % | 240,000 | 250,000 | 242,170 | 250,000 | 231,730 CHF | 241,211 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.04 % | 96.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,562 CHF | 243,562 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.82% | 97.04 % | 97.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,306 CHF | 245,306 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,224 CHF | 244,224 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.11 % | 97.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,030 CHF | 245,030 CHF | 100.00% | 100.00% |
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