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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 | 0.74% | 94.61 % | 95.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,206 CHF | 238,956 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 94.85 % | 95.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,040 CHF | 238,790 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.73% | 95.18 % | 95.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,923 CHF | 240,673 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.74% | 94.94 % | 95.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,652 CHF | 238,402 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.73% | 94.76 % | 95.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,487 CHF | 239,237 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.74% | 94.71 % | 95.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,297 CHF | 238,047 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 94.35 % | 95.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,550 CHF | 237,300 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.74% | 94.21 % | 94.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,692 CHF | 236,442 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 93.53 % | 94.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,194 CHF | 234,944 CHF | 99.82% | 99.82% |
| 07/11/2024 | 0.74% | 93.21 % | 93.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,111 CHF | 235,861 CHF | 100.00% | 100.00% |
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