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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 | 0.52% | 95.49 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,609 CHF | 240,859 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.52% | 95.62 % | 96.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,333 CHF | 239,583 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.52% | 95.84 % | 96.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,936 CHF | 241,186 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.52% | 95.49 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,261 CHF | 239,511 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 95.51 % | 96.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,795 CHF | 240,045 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.52% | 95.42 % | 95.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,678 CHF | 238,928 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 94.85 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,082 CHF | 238,332 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.53% | 95.10 % | 95.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,656 CHF | 237,906 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 94.17 % | 94.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,870 CHF | 236,120 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.53% | 93.90 % | 94.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,011 CHF | 237,261 CHF | 100.00% | 100.00% |
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