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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 | 0.93% | 85.93 % | 86.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,760 CHF | 215,760 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.98% | 81.89 % | 82.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,765 CHF | 205,765 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.98% | 81.12 % | 81.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,520 CHF | 205,520 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.95% | 81.69 % | 82.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,287 CHF | 212,287 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 86.38 % | 87.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,370 CHF | 219,370 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.90% | 89.53 % | 90.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,124 CHF | 224,124 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.87% | 91.48 % | 92.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,223 CHF | 230,223 CHF | 97.27% | 97.27% |
| 11/11/2024 | 0.93% | 85.76 % | 86.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,846 CHF | 216,846 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 82.16 % | 82.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,221 CHF | 211,221 CHF | 99.98% | 99.98% |
| 07/11/2024 | 0.88% | 89.67 % | 90.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,517 CHF | 228,517 CHF | 100.00% | 100.00% |
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