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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 | 0.93% | 85.32 % | 86.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,198 CHF | 217,198 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.93% | 84.99 % | 85.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,021 CHF | 215,021 CHF | 99.73% | 99.73% |
| 18/11/2024 | 0.91% | 87.45 % | 88.25 % | 250,000 | 240,000 | 250,000 | 240,065 | 218,041 CHF | 211,297 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.91% | 86.78 % | 87.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,333 CHF | 221,333 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.90% | 88.83 % | 89.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,285 CHF | 222,285 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.92% | 87.10 % | 87.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,093 CHF | 219,093 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.86% | 91.01 % | 91.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,956 CHF | 232,956 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.84% | 94.19 % | 94.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,038 CHF | 238,038 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 93.29 % | 94.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,884 CHF | 236,884 CHF | 99.93% | 99.93% |
| 07/11/2024 | 0.83% | 95.66 % | 96.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,438 CHF | 241,438 CHF | 99.92% | 99.92% |
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