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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% | 85.45 % | 86.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,761 CHF | 216,761 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.93% | 85.93 % | 86.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,259 CHF | 216,259 CHF | 99.77% | 99.77% |
| 18/11/2024 | 0.92% | 86.27 % | 87.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,135 CHF | 218,135 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 85.95 % | 86.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,111 CHF | 217,111 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 85.51 % | 86.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,639 CHF | 214,639 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.94% | 84.20 % | 85.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,482 CHF | 213,482 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.92% | 85.33 % | 86.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,311 CHF | 217,311 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.93% | 86.43 % | 87.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,056 CHF | 217,056 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.93% | 85.14 % | 85.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,293 CHF | 215,293 CHF | 99.81% | 99.81% |
| 07/11/2024 | 0.92% | 87.05 % | 87.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,518 CHF | 219,518 CHF | 99.92% | 99.92% |
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