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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 | 0.99% | 79.24 % | 80.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,160 CHF | 203,160 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.99% | 80.93 % | 81.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,895 CHF | 202,895 CHF | 99.87% | 99.87% |
| 18/11/2024 | 0.99% | 81.22 % | 82.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,535 CHF | 203,535 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.96% | 81.90 % | 82.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,807 CHF | 208,807 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.96% | 83.48 % | 84.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,570 CHF | 209,570 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 81.93 % | 82.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,314 CHF | 207,314 CHF | 99.91% | 99.91% |
| 12/11/2024 | 0.95% | 82.93 % | 83.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,000 CHF | 211,000 CHF | 99.91% | 99.91% |
| 11/11/2024 | 0.93% | 84.66 % | 85.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,174 CHF | 215,174 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.96% | 83.96 % | 84.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,454 CHF | 209,454 CHF | 99.94% | 99.94% |
| 07/11/2024 | 0.95% | 84.45 % | 85.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,265 CHF | 212,265 CHF | 100.00% | 100.00% |
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