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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 | 0.83% | 95.91 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,360 CHF | 243,360 CHF | 99.86% | 99.86% |
| 19/11/2024 | 0.83% | 95.78 % | 96.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,834 CHF | 241,834 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.82% | 97.36 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,024 CHF | 245,024 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.89 % | 97.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,869 CHF | 245,869 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,103 CHF | 246,103 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.00 % | 97.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,940 CHF | 243,940 CHF | 99.96% | 99.96% |
| 12/11/2024 | 0.82% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,050 CHF | 246,050 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.81% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,381 CHF | 249,381 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,279 CHF | 248,279 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,713 CHF | 250,713 CHF | 99.99% | 99.99% |
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