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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 | 0.83% | 95.31 % | 96.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,405 CHF | 241,405 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 95.26 % | 96.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,096 CHF | 240,096 CHF | 99.80% | 99.80% |
| 18/11/2024 | 0.83% | 95.71 % | 96.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,974 CHF | 240,974 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 95.56 % | 96.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,970 CHF | 241,970 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.83% | 96.53 % | 97.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,877 CHF | 242,877 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.00 % | 96.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,138 CHF | 242,138 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.49 % | 97.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,624 CHF | 243,624 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,297 CHF | 244,297 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.46 % | 97.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,101 CHF | 243,101 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 96.48 % | 97.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,736 CHF | 242,736 CHF | 99.92% | 99.92% |
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