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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 | 0.88% | 90.72 % | 91.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,474 CHF | 227,474 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 89.17 % | 89.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,659 CHF | 222,659 CHF | 99.66% | 99.66% |
| 18/11/2024 | 0.90% | 88.27 % | 89.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,366 CHF | 224,366 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 89.28 % | 90.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,221 CHF | 228,221 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.86% | 92.81 % | 93.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,552 CHF | 234,552 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 93.32 % | 94.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,193 CHF | 234,193 CHF | 99.92% | 99.92% |
| 12/11/2024 | 0.86% | 92.89 % | 93.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,414 CHF | 234,414 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 94.37 % | 95.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,552 CHF | 236,552 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 92.96 % | 93.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,383 CHF | 233,383 CHF | 99.87% | 99.87% |
| 07/11/2024 | 0.87% | 91.51 % | 92.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,520 CHF | 231,520 CHF | 99.97% | 99.97% |
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