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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% | 61.45 % | 62.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,484 CHF | 156,034 CHF | 99.86% | 99.86% |
| 19/11/2024 | 1.00% | 62.96 % | 63.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,859 CHF | 161,468 CHF | 99.73% | 99.73% |
| 18/11/2024 | 1.00% | 63.21 % | 63.85 % | 230,000 | 250,000 | 233,586 | 250,000 | 145,148 CHF | 156,914 CHF | 99.97% | 99.97% |
| 15/11/2024 | 1.00% | 61.28 % | 61.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,326 CHF | 160,926 CHF | 98.14% | 98.14% |
| 14/11/2024 | 1.00% | 67.80 % | 68.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 170,163 CHF | 171,876 CHF | 99.90% | 99.90% |
| 13/11/2024 | 1.00% | 68.68 % | 69.37 % | 230,000 | 250,000 | 247,234 | 250,000 | 172,800 CHF | 176,453 CHF | 99.86% | 99.86% |
| 12/11/2024 | 1.00% | 69.36 % | 70.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,832 CHF | 177,600 CHF | 99.98% | 99.98% |
| 11/11/2024 | 1.00% | 71.60 % | 72.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,744 CHF | 187,608 CHF | 98.93% | 98.93% |
| 08/11/2024 | 1.00% | 76.09 % | 76.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,899 CHF | 198,878 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.98% | 80.61 % | 81.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,429 CHF | 205,429 CHF | 85.04% | 85.04% |
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