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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% | 94.35 % | 95.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,260 CHF | 238,260 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.84% | 94.59 % | 95.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,476 CHF | 238,476 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.84% | 95.23 % | 96.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,228 CHF | 240,228 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 95.16 % | 95.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,077 CHF | 240,077 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 95.02 % | 95.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,728 CHF | 238,728 CHF | 99.93% | 99.93% |
| 13/11/2024 | 0.85% | 94.22 % | 95.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,007 CHF | 237,007 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 93.55 % | 94.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,990 CHF | 236,990 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 94.80 % | 95.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,113 CHF | 239,113 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.43 % | 95.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,437 CHF | 239,437 CHF | 99.94% | 99.94% |
| 07/11/2024 | 0.83% | 96.35 % | 97.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,823 CHF | 242,823 CHF | 99.95% | 99.95% |
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