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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% | 89.91 % | 90.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,452 CHF | 228,452 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.88% | 90.87 % | 91.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,756 CHF | 228,756 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.88% | 91.08 % | 91.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,819 CHF | 228,819 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 91.19 % | 91.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,706 CHF | 231,706 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 92.73 % | 93.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,461 CHF | 233,461 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 92.03 % | 92.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,320 CHF | 232,320 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 92.52 % | 93.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,277 CHF | 234,277 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 93.21 % | 94.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,455 CHF | 235,455 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 93.05 % | 93.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,383 CHF | 234,383 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 93.10 % | 93.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,816 CHF | 234,816 CHF | 100.00% | 100.00% |
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