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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% | 90.00 % | 90.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,424 CHF | 228,424 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.89% | 90.20 % | 91.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,826 CHF | 226,826 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 90.10 % | 90.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,976 CHF | 226,976 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 90.20 % | 91.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,649 CHF | 228,649 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 91.50 % | 92.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,110 CHF | 229,110 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.89% | 89.80 % | 90.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,526 CHF | 226,526 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.88% | 90.30 % | 91.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,933 CHF | 228,933 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.86% | 92.10 % | 92.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,626 CHF | 232,626 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.87% | 91.60 % | 92.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,663 CHF | 231,663 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 92.70 % | 93.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,434 CHF | 234,434 CHF | 99.76% | 99.76% |
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