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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 | 0.91% | 86.25 % | 87.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,041 CHF | 220,041 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.91% | 87.42 % | 88.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,017 CHF | 220,017 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.90% | 89.17 % | 89.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,373 CHF | 224,373 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 88.32 % | 89.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,102 CHF | 223,102 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.92% | 87.69 % | 88.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,778 CHF | 218,778 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.93% | 84.79 % | 85.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,372 CHF | 216,372 CHF | 99.75% | 99.75% |
| 12/11/2024 | 0.90% | 87.12 % | 87.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,675 CHF | 223,675 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.90% | 88.98 % | 89.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,915 CHF | 222,915 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 87.16 % | 87.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,339 CHF | 221,339 CHF | 99.95% | 99.95% |
| 07/11/2024 | 0.89% | 90.28 % | 91.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,823 CHF | 226,823 CHF | 100.00% | 100.00% |
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