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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% | 95.22 % | 96.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,096 CHF | 240,096 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 94.82 % | 95.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,242 CHF | 239,242 CHF | 99.75% | 99.75% |
| 18/11/2024 | 0.84% | 95.23 % | 96.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,476 CHF | 239,476 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.84% | 95.22 % | 96.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,369 CHF | 239,369 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 94.55 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,833 CHF | 237,833 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 93.34 % | 94.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,425 CHF | 235,425 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.85% | 93.31 % | 94.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,996 CHF | 235,996 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 93.79 % | 94.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,661 CHF | 236,661 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 93.50 % | 94.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,801 CHF | 236,801 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 94.02 % | 94.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,657 CHF | 237,657 CHF | 100.00% | 100.00% |
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