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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 | 0.97% | 81.10 % | 81.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,243 CHF | 206,243 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.98% | 82.18 % | 82.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,034 CHF | 206,034 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.95% | 83.39 % | 84.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,704 CHF | 210,704 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.94% | 83.98 % | 84.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,659 CHF | 212,659 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 83.36 % | 84.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,166 CHF | 209,166 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.96% | 82.99 % | 83.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,169 CHF | 210,169 CHF | 99.85% | 99.85% |
| 12/11/2024 | 0.94% | 84.16 % | 84.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,434 CHF | 213,434 CHF | 20.68% | 20.68% |
| 11/11/2024 | 0.90% | 88.21 % | 89.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,305 CHF | 223,305 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 87.62 % | 88.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,407 CHF | 222,407 CHF | 99.77% | 99.77% |
| 07/11/2024 | 0.89% | 89.86 % | 90.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,729 CHF | 226,729 CHF | 99.99% | 99.99% |
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