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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 | 0.53% | 94.02 % | 94.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,274 CHF | 237,524 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 94.70 % | 95.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,223 CHF | 237,473 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.52% | 95.18 % | 95.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,812 CHF | 239,062 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.52% | 95.50 % | 96.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,622 CHF | 240,872 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 96.38 % | 96.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,389 CHF | 241,639 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.52% | 95.88 % | 96.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,194 CHF | 241,444 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.51% | 96.53 % | 97.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,329 CHF | 243,579 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.51% | 97.85 % | 98.35 % | 250,000 | 250,000 | 250,000 | 249,961 | 244,863 CHF | 246,074 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 97.78 % | 98.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,587 CHF | 245,837 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.51% | 98.31 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,942 CHF | 247,192 CHF | 100.00% | 100.00% |
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