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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 | 0.96% | 82.40 % | 83.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,612 CHF | 208,612 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.96% | 82.74 % | 83.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,096 CHF | 209,096 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.95% | 83.67 % | 84.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,875 CHF | 210,875 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 83.27 % | 84.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,969 CHF | 210,969 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 83.87 % | 84.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,480 CHF | 210,480 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.96% | 82.68 % | 83.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,039 CHF | 209,039 CHF | 99.70% | 99.70% |
| 12/11/2024 | 0.96% | 83.09 % | 83.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,860 CHF | 209,860 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.95% | 83.58 % | 84.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,478 CHF | 211,478 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 83.69 % | 84.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,021 CHF | 212,021 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.94% | 84.33 % | 85.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,078 CHF | 213,078 CHF | 99.98% | 99.98% |
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