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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 | 1.00% | 79.10 % | 79.90 % | 250,000 | 50,000 | 250,000 | 50,000 | 199,801 CHF | 40,360 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.99% | 80.30 % | 81.10 % | 250,000 | 50,000 | 250,000 | 50,000 | 201,222 CHF | 40,644 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.98% | 81.20 % | 82.00 % | 250,000 | 50,000 | 250,000 | 50,000 | 202,637 CHF | 40,927 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 82.50 % | 83.30 % | 250,000 | 50,000 | 250,000 | 50,000 | 210,081 CHF | 42,416 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 85.10 % | 85.90 % | 250,000 | 50,000 | 250,000 | 50,000 | 212,118 CHF | 42,824 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 84.90 % | 85.70 % | 250,000 | 50,000 | 250,000 | 50,000 | 214,984 CHF | 43,397 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.92% | 86.70 % | 87.50 % | 250,000 | 50,000 | 250,000 | 50,000 | 217,460 CHF | 43,892 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 88.20 % | 89.00 % | 250,000 | 50,000 | 250,000 | 50,000 | 220,484 CHF | 44,497 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 87.50 % | 88.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,778 CHF | 221,778 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.90% | 88.20 % | 89.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,013 CHF | 224,013 CHF | 99.23% | 99.23% |
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