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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 | 0.87% | 90.48 % | 91.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,374 CHF | 230,374 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.86% | 92.29 % | 93.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,666 CHF | 232,666 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.86% | 92.79 % | 93.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,820 CHF | 234,820 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.86% | 92.78 % | 93.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,281 CHF | 234,281 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.87% | 92.64 % | 93.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,363 CHF | 231,363 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.87% | 90.74 % | 91.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,136 CHF | 230,136 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.85% | 92.40 % | 93.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,347 CHF | 236,347 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 93.62 % | 94.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,112 CHF | 235,112 CHF | 99.94% | 99.94% |
| 08/11/2024 | 0.86% | 92.75 % | 93.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,106 CHF | 234,106 CHF | 99.78% | 99.78% |
| 07/11/2024 | 0.84% | 94.97 % | 95.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,690 CHF | 238,690 CHF | 99.99% | 99.99% |
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