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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% | 87.74 % | 88.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,727 CHF | 221,727 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.91% | 87.81 % | 88.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,856 CHF | 221,856 CHF | 99.67% | 99.67% |
| 18/11/2024 | 0.90% | 88.69 % | 89.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,980 CHF | 223,980 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 88.89 % | 89.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,228 CHF | 224,228 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.90% | 88.67 % | 89.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,617 CHF | 222,617 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.91% | 87.74 % | 88.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,912 CHF | 220,912 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.91% | 87.21 % | 88.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,113 CHF | 221,113 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.90% | 88.63 % | 89.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,640 CHF | 223,640 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 88.26 % | 89.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,985 CHF | 223,985 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.88% | 90.29 % | 91.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,558 CHF | 227,558 CHF | 99.93% | 99.93% |
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