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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 | 0.90% | 87.74 % | 88.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,350 CHF | 222,350 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 88.55 % | 89.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,489 CHF | 222,489 CHF | 99.66% | 99.66% |
| 18/11/2024 | 0.89% | 89.49 % | 90.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,013 CHF | 226,013 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 89.64 % | 90.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,400 CHF | 226,400 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.90% | 89.13 % | 89.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,665 CHF | 223,665 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.90% | 88.61 % | 89.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,685 CHF | 223,685 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.89% | 88.87 % | 89.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,375 CHF | 225,375 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.87% | 91.54 % | 92.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,183 CHF | 231,183 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.87% | 90.94 % | 91.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,808 CHF | 230,808 CHF | 99.89% | 99.89% |
| 07/11/2024 | 0.85% | 93.44 % | 94.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,333 CHF | 235,333 CHF | 99.99% | 99.99% |
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