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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 | 0.93% | 85.10 % | 85.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,780 CHF | 215,780 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.93% | 85.81 % | 86.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,318 CHF | 215,318 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.92% | 86.62 % | 87.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,647 CHF | 218,647 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.91% | 86.93 % | 87.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,089 CHF | 220,089 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 86.63 % | 87.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,747 CHF | 217,747 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.92% | 86.58 % | 87.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,892 CHF | 218,892 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.91% | 87.29 % | 88.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,595 CHF | 221,595 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.88% | 90.41 % | 91.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,789 CHF | 228,789 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 89.99 % | 90.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,212 CHF | 228,212 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.86% | 92.08 % | 92.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,602 CHF | 232,602 CHF | 99.99% | 99.99% |
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