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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 | 0.53% | 94.62 % | 95.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,203 CHF | 238,453 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 94.39 % | 94.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,196 CHF | 235,446 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.52% | 96.36 % | 96.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,948 CHF | 240,198 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.51% | 97.04 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,361 CHF | 244,611 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 101.71 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,275 CHF | 255,525 CHF | 0.34% | 0.34% |
| 13/11/2024 | 0.49% | 101.62 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,921 CHF | 256,171 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 102.16 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,291 CHF | 257,541 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.48% | 103.06 % | 103.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,619 CHF | 258,869 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 103.03 % | 103.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,742 CHF | 258,992 CHF | 99.82% | 99.82% |
| 07/11/2024 | 0.48% | 103.95 % | 104.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,057 CHF | 261,307 CHF | 100.00% | 100.00% |
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