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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 | 0.89% | 89.67 % | 90.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,861 CHF | 224,861 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.89% | 88.93 % | 89.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,983 CHF | 224,983 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.89% | 89.82 % | 90.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,804 CHF | 225,804 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 90.28 % | 91.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,600 CHF | 229,600 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 92.09 % | 92.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,969 CHF | 232,969 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 92.82 % | 93.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,071 CHF | 234,071 CHF | 99.79% | 99.79% |
| 12/11/2024 | 0.85% | 93.46 % | 94.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,902 CHF | 236,902 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 94.24 % | 95.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,295 CHF | 238,295 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 94.20 % | 95.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,518 CHF | 237,518 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 94.36 % | 95.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,612 CHF | 237,612 CHF | 100.00% | 100.00% |
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