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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% | 83.06 % | 83.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,691 CHF | 210,691 CHF | 99.85% | 99.85% |
| 19/11/2024 | 0.96% | 83.50 % | 84.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,225 CHF | 210,225 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.95% | 84.29 % | 85.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,279 CHF | 212,279 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 84.29 % | 85.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,321 CHF | 213,321 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.95% | 84.61 % | 85.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,412 CHF | 211,412 CHF | 99.06% | 99.06% |
| 13/11/2024 | 0.93% | 85.23 % | 86.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,410 CHF | 216,410 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.91% | 86.55 % | 87.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,864 CHF | 220,864 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.88% | 90.17 % | 90.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,637 CHF | 227,637 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 89.95 % | 90.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,838 CHF | 227,838 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 92.26 % | 93.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,875 CHF | 232,875 CHF | 99.99% | 99.99% |
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