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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 | 0.43% | 115.22 % | 115.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,146 CHF | 290,396 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.44% | 114.67 % | 115.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,474 CHF | 287,724 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.43% | 115.72 % | 116.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,130 CHF | 290,380 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.43% | 115.71 % | 116.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,916 CHF | 291,166 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.43% | 116.89 % | 117.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,194 CHF | 291,444 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.43% | 115.92 % | 116.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,233 CHF | 290,483 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.43% | 116.49 % | 116.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,757 CHF | 294,007 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.42% | 118.12 % | 118.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 295,107 CHF | 296,357 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.43% | 116.74 % | 117.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,076 CHF | 293,326 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.42% | 117.52 % | 118.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 293,877 CHF | 295,127 CHF | 100.00% | 100.00% |
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