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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 | 0.83% | 94.91 % | 95.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,576 CHF | 240,576 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 94.83 % | 95.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,077 CHF | 240,077 CHF | 99.75% | 99.75% |
| 18/11/2024 | 0.83% | 95.85 % | 96.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,644 CHF | 240,644 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 95.60 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,730 CHF | 241,730 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.14 % | 96.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,202 CHF | 242,202 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 94.56 % | 95.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,914 CHF | 238,914 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.57 % | 95.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,989 CHF | 239,989 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.81 % | 96.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,961 CHF | 241,961 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.84 % | 96.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,499 CHF | 242,499 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 96.69 % | 97.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,065 CHF | 244,065 CHF | 99.99% | 99.99% |
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