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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 | 0.75% | 93.67 % | 94.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,586 CHF | 235,336 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 92.68 % | 93.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,229 CHF | 233,979 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.74% | 93.62 % | 94.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,146 CHF | 235,896 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.74% | 93.58 % | 94.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,490 CHF | 237,240 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 94.79 % | 95.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,272 CHF | 238,022 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.73% | 95.21 % | 95.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,565 CHF | 240,315 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.73% | 95.64 % | 96.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,990 CHF | 241,740 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.72% | 96.28 % | 96.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,169 CHF | 242,919 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 96.26 % | 96.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,419 CHF | 243,169 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.72% | 96.90 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,577 CHF | 244,327 CHF | 100.00% | 100.00% |
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