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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 | 0.18% | 113.40 % | 113.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,854 CHF | 285,354 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.35% | 113.70 % | 114.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,336 CHF | 285,336 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.35% | 114.30 % | 114.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,335 CHF | 287,335 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.17% | 115.40 % | 115.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,224 CHF | 289,724 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.17% | 117.40 % | 117.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,603 CHF | 293,103 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.34% | 117.30 % | 117.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,125 CHF | 295,125 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.34% | 117.40 % | 117.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 293,647 CHF | 294,647 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.17% | 118.30 % | 118.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 295,767 CHF | 296,267 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.17% | 117.30 % | 117.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 293,916 CHF | 294,416 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.34% | 118.10 % | 118.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,852 CHF | 295,852 CHF | 100.00% | 100.00% |
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