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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 | 1.00% | 78.82 % | 79.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,916 CHF | 198,895 CHF | 99.98% | 99.98% |
| 19/11/2024 | 1.00% | 77.89 % | 78.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,137 CHF | 196,089 CHF | 99.80% | 99.80% |
| 18/11/2024 | 1.00% | 78.53 % | 79.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,884 CHF | 196,843 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 78.00 % | 78.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,057 CHF | 200,047 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 80.70 % | 81.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,945 CHF | 203,945 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 81.31 % | 82.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,403 CHF | 206,403 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.96% | 82.03 % | 82.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,495 CHF | 208,495 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.95% | 83.88 % | 84.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,193 CHF | 212,193 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 83.32 % | 84.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,718 CHF | 211,718 CHF | 99.93% | 99.93% |
| 07/11/2024 | 0.93% | 84.36 % | 85.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,948 CHF | 214,948 CHF | 99.57% | 99.57% |
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