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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 | 0.91% | 87.03 % | 87.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,268 CHF | 221,268 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.90% | 88.13 % | 88.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,731 CHF | 222,731 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.89% | 89.00 % | 89.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,984 CHF | 225,984 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.86% | 90.52 % | 91.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,748 CHF | 234,748 CHF | 97.08% | 97.08% |
| 14/11/2024 | 0.85% | 94.68 % | 95.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,169 CHF | 236,169 CHF | 96.79% | 96.79% |
| 13/11/2024 | 0.84% | 94.01 % | 94.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,927 CHF | 237,927 CHF | 99.85% | 99.85% |
| 12/11/2024 | 0.83% | 94.80 % | 95.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,572 CHF | 240,572 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.90 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,794 CHF | 240,794 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.00 % | 95.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,847 CHF | 240,847 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 95.66 % | 96.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,958 CHF | 241,958 CHF | 99.97% | 99.97% |
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