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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% | 90.84 % | 91.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,029 CHF | 230,029 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 90.13 % | 90.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,728 CHF | 227,728 CHF | 99.82% | 99.82% |
| 18/11/2024 | 0.87% | 91.33 % | 92.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,623 CHF | 230,623 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.87% | 91.73 % | 92.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,284 CHF | 231,284 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 91.41 % | 92.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,033 CHF | 229,033 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.89% | 89.78 % | 90.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,695 CHF | 226,695 CHF | 99.63% | 99.63% |
| 12/11/2024 | 0.88% | 89.28 % | 90.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,587 CHF | 227,587 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.86% | 92.44 % | 93.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,693 CHF | 232,693 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 92.23 % | 93.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,818 CHF | 233,818 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.84% | 94.96 % | 95.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,850 CHF | 238,850 CHF | 100.00% | 100.00% |
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