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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% | 94.83 % | 95.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,185 CHF | 238,185 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.85% | 93.78 % | 94.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,079 CHF | 235,079 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.85% | 93.39 % | 94.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,783 CHF | 236,783 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 93.96 % | 94.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,889 CHF | 238,889 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.07 % | 96.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,619 CHF | 242,619 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.56 % | 97.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,600 CHF | 242,600 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.83% | 96.17 % | 96.97 % | 250,000 | 246,000 | 250,000 | 248,370 | 240,535 CHF | 240,954 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.10 % | 97.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,007 CHF | 244,007 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.19 % | 96.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,750 CHF | 241,750 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 95.42 % | 96.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,859 CHF | 240,859 CHF | 100.00% | 100.00% |
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