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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 | 0.62% | 80.21 % | 80.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,744 CHF | 201,994 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.63% | 79.65 % | 80.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,303 CHF | 199,553 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.63% | 79.92 % | 80.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,788 CHF | 200,038 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.62% | 79.44 % | 79.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,750 CHF | 202,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.61% | 81.25 % | 81.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,184 CHF | 204,434 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.61% | 81.41 % | 81.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,529 CHF | 205,779 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.61% | 82.01 % | 82.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,506 CHF | 206,756 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.60% | 83.22 % | 83.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,438 CHF | 209,688 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.60% | 82.84 % | 83.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,119 CHF | 209,369 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.59% | 83.70 % | 84.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,724 CHF | 211,974 CHF | 100.00% | 100.00% |
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