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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 | 0.97% | 81.73 % | 82.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,986 CHF | 207,986 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.97% | 82.54 % | 83.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,221 CHF | 207,221 CHF | 99.76% | 99.76% |
| 18/11/2024 | 0.95% | 83.28 % | 84.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,312 CHF | 211,312 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 84.97 % | 85.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,936 CHF | 214,936 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 85.19 % | 85.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,511 CHF | 211,511 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.96% | 82.85 % | 83.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,761 CHF | 209,761 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.95% | 82.91 % | 83.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,828 CHF | 211,828 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.91% | 86.13 % | 86.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,232 CHF | 220,232 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 86.58 % | 87.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,775 CHF | 220,775 CHF | 99.97% | 99.97% |
| 07/11/2024 | 0.87% | 91.12 % | 91.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,176 CHF | 232,176 CHF | 100.00% | 100.00% |
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