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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 | 0.86% | 92.60 % | 93.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,872 CHF | 234,872 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.86% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,482 CHF | 233,482 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.86% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,603 CHF | 233,603 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,848 CHF | 234,848 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 93.80 % | 94.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,215 CHF | 235,215 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 92.20 % | 93.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,653 CHF | 232,653 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.86% | 92.70 % | 93.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,787 CHF | 234,787 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 94.30 % | 95.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,112 CHF | 238,112 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 94.00 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,463 CHF | 237,463 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 94.70 % | 95.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,525 CHF | 239,525 CHF | 99.23% | 99.23% |
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