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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 | 0.91% | 86.82 % | 87.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,697 CHF | 219,697 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.90% | 88.07 % | 88.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,215 CHF | 222,215 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.87% | 90.66 % | 91.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,193 CHF | 230,193 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.88% | 91.00 % | 91.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,091 CHF | 228,091 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.91% | 89.05 % | 89.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,888 CHF | 220,888 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.94% | 85.39 % | 86.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,409 CHF | 213,409 CHF | 99.64% | 99.64% |
| 12/11/2024 | 0.95% | 82.85 % | 83.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,621 CHF | 210,621 CHF | 20.81% | 20.81% |
| 11/11/2024 | 0.91% | 87.92 % | 88.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,928 CHF | 221,928 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.89% | 86.92 % | 87.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,960 CHF | 224,960 CHF | 99.07% | 99.07% |
| 07/11/2024 | 0.84% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,220 CHF | 238,220 CHF | 99.99% | 99.99% |
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