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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 | 0.74% | 94.56 % | 95.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,816 CHF | 237,566 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 93.60 % | 94.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,498 CHF | 236,248 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.74% | 94.44 % | 95.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,240 CHF | 237,990 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.73% | 94.40 % | 95.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,426 CHF | 239,176 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.73% | 95.55 % | 96.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,219 CHF | 239,969 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.73% | 95.98 % | 96.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,356 CHF | 242,106 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.72% | 96.28 % | 96.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,530 CHF | 243,280 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.72% | 96.90 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,670 CHF | 244,420 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 96.86 % | 97.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,890 CHF | 244,640 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.72% | 97.42 % | 98.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,852 CHF | 245,602 CHF | 100.00% | 100.00% |
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