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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 | 2.25% | 79.00 % | 80.80 % | 250,000 | 250,000 | 71,455 | 71,455 | 56,624 CHF | 57,910 CHF | 98.59% | 98.59% |
| 19/11/2024 | 2.29% | 79.10 % | 80.90 % | 250,000 | 250,000 | 72,776 | 72,776 | 57,614 CHF | 58,928 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.29% | 79.20 % | 81.00 % | 250,000 | 250,000 | 73,157 | 73,157 | 57,520 CHF | 58,840 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.23% | 79.90 % | 81.70 % | 250,000 | 250,000 | 73,603 | 73,603 | 59,077 CHF | 60,403 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.27% | 79.20 % | 81.00 % | 250,000 | 250,000 | 73,437 | 73,437 | 58,073 CHF | 59,397 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.28% | 79.20 % | 81.00 % | 250,000 | 250,000 | 73,293 | 73,293 | 57,881 CHF | 59,202 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.23% | 79.20 % | 81.00 % | 250,000 | 250,000 | 73,791 | 73,791 | 58,848 CHF | 60,177 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.19% | 81.10 % | 82.90 % | 250,000 | 250,000 | 73,601 | 73,601 | 59,728 CHF | 61,055 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.17% | 81.30 % | 83.10 % | 250,000 | 250,000 | 73,703 | 73,703 | 60,452 CHF | 61,779 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.18% | 84.80 % | 85.80 % | 500,000 | 500,000 | 147,470 | 147,470 | 125,446 CHF | 126,924 CHF | 100.00% | 100.00% |
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