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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 | 0.90% | 86.84 % | 87.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,610 CHF | 222,610 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.91% | 88.13 % | 88.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,161 CHF | 220,161 CHF | 98.49% | 98.49% |
| 18/11/2024 | 0.89% | 89.28 % | 90.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,059 CHF | 226,059 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 90.31 % | 91.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,984 CHF | 228,984 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 89.91 % | 90.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,683 CHF | 224,683 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.90% | 87.93 % | 88.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,834 CHF | 223,834 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 88.07 % | 88.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,416 CHF | 224,416 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.88% | 90.89 % | 91.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,457 CHF | 228,457 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.89% | 89.77 % | 90.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,479 CHF | 226,479 CHF | 99.90% | 99.90% |
| 07/11/2024 | 0.87% | 91.69 % | 92.49 % | 250,000 | 240,000 | 250,000 | 240,020 | 227,915 CHF | 220,737 CHF | 99.94% | 99.94% |
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