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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 | 1.00% | 74.09 % | 74.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,714 CHF | 189,604 CHF | 99.89% | 99.89% |
| 19/11/2024 | 1.00% | 75.02 % | 75.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,002 CHF | 187,872 CHF | 99.96% | 99.96% |
| 18/11/2024 | 1.00% | 76.61 % | 77.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,674 CHF | 191,581 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 77.91 % | 78.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,108 CHF | 199,087 CHF | 99.98% | 99.98% |
| 14/11/2024 | 1.00% | 80.23 % | 81.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,442 CHF | 200,435 CHF | 99.07% | 99.07% |
| 13/11/2024 | 0.97% | 82.08 % | 82.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,224 CHF | 208,224 CHF | 99.89% | 99.89% |
| 12/11/2024 | 0.94% | 83.49 % | 84.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,117 CHF | 213,117 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.93% | 85.40 % | 86.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,188 CHF | 216,188 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.94% | 84.87 % | 85.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,586 CHF | 213,586 CHF | 99.96% | 99.96% |
| 07/11/2024 | 0.93% | 85.88 % | 86.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,749 CHF | 216,749 CHF | 99.98% | 99.98% |
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