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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% | 74.70 % | 75.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,054 CHF | 188,933 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 74.14 % | 74.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,368 CHF | 188,242 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 78.94 % | 79.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,412 CHF | 200,401 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 80.23 % | 81.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,450 CHF | 203,450 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 82.44 % | 83.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,351 CHF | 211,351 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 84.51 % | 85.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,569 CHF | 215,569 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 86.26 % | 87.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,732 CHF | 222,732 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 89.50 % | 90.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,797 CHF | 222,797 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.94% | 86.52 % | 87.32 % | 250,000 | 250,000 | 249,843 | 250,000 | 210,670 CHF | 212,799 CHF | 98.79% | 98.79% |
| 07/11/2024 | 0.98% | 81.67 % | 82.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,578 CHF | 204,578 CHF | 99.91% | 99.91% |
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