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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 | 0.88% | 89.95 % | 90.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,816 CHF | 227,816 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.90% | 89.57 % | 90.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,981 CHF | 223,981 CHF | 99.80% | 99.80% |
| 18/11/2024 | 0.87% | 92.19 % | 92.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,683 CHF | 230,683 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 93.45 % | 94.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,840 CHF | 235,840 CHF | 99.97% | 99.97% |
| 14/11/2024 | 0.86% | 93.75 % | 94.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,297 CHF | 233,297 CHF | 98.81% | 98.81% |
| 13/11/2024 | 0.82% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,738 CHF | 243,738 CHF | 99.83% | 99.83% |
| 12/11/2024 | 0.82% | 96.74 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,545 CHF | 245,545 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,895 CHF | 247,895 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,370 CHF | 247,370 CHF | 99.95% | 99.95% |
| 07/11/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,967 CHF | 249,967 CHF | 100.00% | 100.00% |
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