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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.92% | 86.98 % | 87.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,373 CHF | 219,373 CHF | 99.41% | 99.41% |
| 22/11/2024 | 0.93% | 86.47 % | 87.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,213 CHF | 217,213 CHF | 99.86% | 99.86% |
| 20/11/2024 | 0.91% | 87.33 % | 88.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,923 CHF | 220,923 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.91% | 87.38 % | 88.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,477 CHF | 221,477 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.89% | 89.44 % | 90.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,083 CHF | 226,083 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 88.35 % | 89.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,044 CHF | 227,044 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.88% | 91.03 % | 91.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,400 CHF | 229,400 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.88% | 90.13 % | 90.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,871 CHF | 227,871 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.87% | 90.69 % | 91.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,847 CHF | 229,847 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.86% | 92.15 % | 92.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,918 CHF | 232,918 CHF | 100.00% | 100.00% |
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