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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 | 1.06% | 92.98 % | 93.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,130 CHF | 236,630 CHF | 99.93% | 99.93% |
| 19/11/2024 | 1.07% | 92.82 % | 93.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,706 CHF | 235,206 CHF | 99.84% | 99.84% |
| 18/11/2024 | 1.06% | 94.23 % | 95.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,850 CHF | 237,350 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 93.26 % | 94.26 % | 246,000 | 250,000 | 246,629 | 250,000 | 230,108 CHF | 235,755 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.06% | 94.78 % | 95.78 % | 250,000 | 248,000 | 250,000 | 248,004 | 234,055 CHF | 234,667 CHF | 99.90% | 99.90% |
| 13/11/2024 | 1.06% | 93.80 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,781 CHF | 237,281 CHF | 99.86% | 99.86% |
| 12/11/2024 | 1.06% | 93.32 % | 94.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,468 CHF | 237,968 CHF | 99.95% | 99.95% |
| 11/11/2024 | 1.04% | 95.71 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,901 CHF | 242,401 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.05% | 94.03 % | 95.03 % | 250,000 | 248,000 | 250,000 | 249,849 | 236,847 CHF | 239,204 CHF | 99.97% | 99.97% |
| 07/11/2024 | 1.04% | 95.59 % | 96.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,009 CHF | 242,509 CHF | 99.93% | 99.93% |
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