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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% | 94.48 % | 95.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,491 CHF | 238,491 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.84% | 94.40 % | 95.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,363 CHF | 238,363 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.84% | 94.59 % | 95.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,328 CHF | 238,328 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 94.71 % | 95.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,945 CHF | 238,945 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 94.62 % | 95.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,100 CHF | 238,100 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.84% | 94.53 % | 95.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,426 CHF | 238,426 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,870 CHF | 239,870 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.23 % | 98.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,702 CHF | 245,702 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.56 % | 98.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,947 CHF | 246,947 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,757 CHF | 248,757 CHF | 100.00% | 100.00% |
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