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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 | 0.88% | 90.06 % | 90.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,726 CHF | 227,726 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.89% | 90.00 % | 90.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,044 CHF | 226,044 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.88% | 91.20 % | 92.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,261 CHF | 229,261 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 91.80 % | 92.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,554 CHF | 231,554 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.87% | 92.15 % | 92.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,130 CHF | 230,130 CHF | 99.05% | 99.05% |
| 13/11/2024 | 0.85% | 93.83 % | 94.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,125 CHF | 237,125 CHF | 99.80% | 99.80% |
| 12/11/2024 | 0.84% | 94.32 % | 95.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,888 CHF | 238,888 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.83% | 95.28 % | 96.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,745 CHF | 240,745 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.45 % | 96.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,094 CHF | 241,094 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,697 CHF | 244,697 CHF | 100.00% | 100.00% |
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