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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 | 0.96% | 81.39 % | 82.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,060 CHF | 209,060 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 83.81 % | 84.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,081 CHF | 212,081 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.95% | 83.81 % | 84.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,163 CHF | 212,163 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.91% | 85.89 % | 86.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,468 CHF | 220,468 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 89.65 % | 90.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,744 CHF | 225,744 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.91% | 87.50 % | 88.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,155 CHF | 220,155 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.88% | 88.01 % | 88.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,353 CHF | 229,353 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.86% | 93.04 % | 93.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,073 CHF | 233,073 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 94.35 % | 95.15 % | 235,000 | 250,000 | 235,143 | 250,000 | 219,250 CHF | 235,105 CHF | 99.98% | 99.98% |
| 07/11/2024 | 0.86% | 91.84 % | 92.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,018 CHF | 234,018 CHF | 99.49% | 99.49% |
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