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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% | 95.27 % | 96.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,169 CHF | 241,169 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 95.24 % | 96.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,588 CHF | 240,588 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.84% | 95.40 % | 96.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,739 CHF | 239,739 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 94.60 % | 95.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,925 CHF | 237,925 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 94.63 % | 95.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,876 CHF | 236,876 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 94.23 % | 95.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,096 CHF | 237,096 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 93.84 % | 94.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,889 CHF | 237,889 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.83% | 95.36 % | 96.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,630 CHF | 240,630 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.36 % | 95.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,092 CHF | 238,092 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 94.89 % | 95.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,701 CHF | 239,701 CHF | 100.00% | 100.00% |
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