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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 | 0.84% | 94.44 % | 95.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,777 CHF | 237,777 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.86% | 93.59 % | 94.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,495 CHF | 234,495 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.85% | 93.08 % | 93.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,387 CHF | 236,387 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.84% | 93.99 % | 94.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,544 CHF | 239,544 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.82% | 96.66 % | 97.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,242 CHF | 244,242 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.08 % | 97.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,794 CHF | 243,794 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 230,000 | 250,000 | 231,517 | 241,515 CHF | 225,513 CHF | 99.96% | 99.96% |
| 11/11/2024 | 0.82% | 97.58 % | 98.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,168 CHF | 245,168 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,466 CHF | 243,466 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 96.03 % | 96.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,278 CHF | 242,278 CHF | 99.98% | 99.98% |
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