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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 | 0.84% | 94.36 % | 95.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,013 CHF | 238,013 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 93.87 % | 94.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,910 CHF | 236,910 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.85% | 93.88 % | 94.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,207 CHF | 236,207 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 93.27 % | 94.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,890 CHF | 234,890 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 92.48 % | 93.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,970 CHF | 232,970 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.86% | 92.67 % | 93.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,202 CHF | 234,202 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.86% | 92.50 % | 93.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,446 CHF | 234,446 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 93.74 % | 94.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,311 CHF | 237,311 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.68 % | 95.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,155 CHF | 240,155 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.12 % | 97.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,219 CHF | 244,219 CHF | 100.00% | 100.00% |
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