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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.54% | 91.14 % | 91.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,123 CHF | 230,373 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.55% | 91.80 % | 92.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,004 CHF | 229,254 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.56% | 89.23 % | 89.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,270 CHF | 224,520 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 89.74 % | 90.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,415 CHF | 227,665 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.54% | 91.78 % | 92.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,989 CHF | 232,239 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.54% | 92.86 % | 93.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,708 CHF | 232,958 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 95.36 % | 95.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,993 CHF | 242,243 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 98.05 % | 98.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,102 CHF | 244,352 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.50% | 98.46 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,066 CHF | 248,316 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.50% | 98.90 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,124 CHF | 248,374 CHF | 100.00% | 100.00% |
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