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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% | 77.61 % | 78.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,686 CHF | 196,644 CHF | 99.84% | 99.84% |
| 19/11/2024 | 1.00% | 77.73 % | 78.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,061 CHF | 197,019 CHF | 99.88% | 99.88% |
| 18/11/2024 | 1.00% | 79.85 % | 80.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,221 CHF | 201,221 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 79.00 % | 79.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,949 CHF | 200,946 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 80.37 % | 81.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,677 CHF | 201,670 CHF | 99.85% | 99.85% |
| 13/11/2024 | 1.00% | 78.97 % | 79.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,640 CHF | 199,626 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 79.18 % | 79.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,921 CHF | 200,921 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.98% | 80.61 % | 81.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,411 CHF | 204,411 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 80.61 % | 81.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,129 CHF | 204,129 CHF | 99.68% | 99.68% |
| 07/11/2024 | 0.98% | 81.23 % | 82.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,847 CHF | 205,847 CHF | 99.96% | 99.96% |
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