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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% | 79.43 % | 80.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,245 CHF | 199,226 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 77.28 % | 78.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,449 CHF | 196,403 CHF | 99.36% | 99.36% |
| 18/11/2024 | 0.99% | 78.62 % | 79.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,344 CHF | 201,331 CHF | 71.18% | 71.18% |
| 15/11/2024 | 0.95% | 83.12 % | 83.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,431 CHF | 210,431 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 79.16 % | 79.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,599 CHF | 197,564 CHF | 99.92% | 99.92% |
| 13/11/2024 | 0.99% | 78.07 % | 78.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,495 CHF | 201,477 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.98% | 78.78 % | 79.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,736 CHF | 204,734 CHF | 89.78% | 89.78% |
| 11/11/2024 | 0.96% | 81.53 % | 82.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,212 CHF | 210,212 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.94% | 82.84 % | 83.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,872 CHF | 212,872 CHF | 98.44% | 98.44% |
| 07/11/2024 | 0.95% | 84.63 % | 85.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,252 CHF | 212,252 CHF | 99.96% | 99.96% |
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