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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 | 0.83% | 96.10 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,476 CHF | 242,476 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.83% | 96.10 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,205 CHF | 242,205 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,472 CHF | 243,472 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,191 CHF | 243,191 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.40 % | 97.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,644 CHF | 242,644 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 95.90 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,715 CHF | 241,715 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.30 % | 96.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,016 CHF | 241,016 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,393 CHF | 243,393 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.60 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,129 CHF | 242,129 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 448,903 | 448,903 | 437,245 CHF | 440,836 CHF | 99.76% | 99.76% |
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