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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 | 0.95% | 83.55 % | 84.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,146 CHF | 211,146 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.95% | 83.63 % | 84.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,929 CHF | 210,929 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.92% | 86.32 % | 87.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,526 CHF | 218,526 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.91% | 87.04 % | 87.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,183 CHF | 220,183 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 88.72 % | 89.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,627 CHF | 225,627 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 89.91 % | 90.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,266 CHF | 228,266 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 91.04 % | 91.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,848 CHF | 232,848 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.86% | 92.96 % | 93.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,499 CHF | 232,499 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.89% | 91.00 % | 91.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,872 CHF | 225,872 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.91% | 88.23 % | 89.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,465 CHF | 221,465 CHF | 99.92% | 99.92% |
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