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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.91% | 87.99 % | 88.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,833 CHF | 220,833 CHF | 99.60% | 99.60% |
| 22/11/2024 | 0.93% | 85.84 % | 86.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,930 CHF | 215,930 CHF | 99.82% | 99.82% |
| 20/11/2024 | 0.91% | 87.10 % | 87.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,711 CHF | 220,711 CHF | 99.86% | 99.86% |
| 19/11/2024 | 0.92% | 86.42 % | 87.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,393 CHF | 218,393 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.91% | 87.60 % | 88.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,169 CHF | 221,169 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.91% | 87.89 % | 88.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,859 CHF | 221,859 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 87.68 % | 88.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,654 CHF | 219,654 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 86.04 % | 86.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,181 CHF | 217,181 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.92% | 85.36 % | 86.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,195 CHF | 218,195 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.90% | 88.70 % | 89.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,837 CHF | 222,837 CHF | 100.00% | 100.00% |
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