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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 | 0.85% | 92.13 % | 92.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,362 CHF | 237,362 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 94.09 % | 94.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,014 CHF | 237,014 CHF | 99.66% | 99.66% |
| 18/11/2024 | 0.85% | 94.30 % | 95.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,387 CHF | 235,387 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.85% | 93.19 % | 93.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,578 CHF | 236,578 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.85% | 94.40 % | 95.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,564 CHF | 237,564 CHF | 99.96% | 99.96% |
| 13/11/2024 | 0.84% | 94.03 % | 94.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,473 CHF | 238,473 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.83% | 95.13 % | 95.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,127 CHF | 241,127 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.91 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,604 CHF | 242,604 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.83% | 96.38 % | 97.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,150 CHF | 243,150 CHF | 99.97% | 99.97% |
| 07/11/2024 | 0.82% | 96.57 % | 97.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,841 CHF | 243,841 CHF | 99.95% | 99.95% |
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