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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 | 0.62% | 80.60 % | 81.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,678 CHF | 202,928 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.63% | 79.96 % | 80.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,081 CHF | 200,331 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.62% | 80.31 % | 80.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,564 CHF | 200,814 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.62% | 79.70 % | 80.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,510 CHF | 202,760 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.61% | 81.63 % | 82.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,975 CHF | 205,225 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.61% | 81.80 % | 82.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,377 CHF | 206,627 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.60% | 82.37 % | 82.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,346 CHF | 207,596 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.60% | 83.55 % | 84.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,316 CHF | 210,566 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.60% | 83.16 % | 83.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,936 CHF | 210,186 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.59% | 83.96 % | 84.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,319 CHF | 212,569 CHF | 100.00% | 100.00% |
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