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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 | 0.84% | 91.41 % | 92.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,193 CHF | 238,193 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.84% | 94.74 % | 95.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,024 CHF | 238,024 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.85% | 94.24 % | 95.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,407 CHF | 235,407 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 93.72 % | 94.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,503 CHF | 237,503 CHF | 99.96% | 99.96% |
| 14/11/2024 | 0.85% | 94.55 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,760 CHF | 236,760 CHF | 99.89% | 99.89% |
| 13/11/2024 | 0.85% | 93.03 % | 93.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,976 CHF | 236,976 CHF | 99.91% | 99.91% |
| 12/11/2024 | 0.84% | 94.72 % | 95.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,501 CHF | 239,501 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.12 % | 95.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,115 CHF | 241,115 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.83% | 95.53 % | 96.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,453 CHF | 241,453 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 96.11 % | 96.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,945 CHF | 243,945 CHF | 99.98% | 99.98% |
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