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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.85% | 93.29 % | 94.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,228 CHF | 235,228 CHF | 99.40% | 99.40% |
| 22/11/2024 | 0.85% | 93.55 % | 94.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,640 CHF | 235,640 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.85% | 93.22 % | 94.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,043 CHF | 235,043 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 93.36 % | 94.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,463 CHF | 235,463 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 93.55 % | 94.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,826 CHF | 235,826 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 93.88 % | 94.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,955 CHF | 236,955 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 94.11 % | 94.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,058 CHF | 237,058 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 94.02 % | 94.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,074 CHF | 237,074 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.23 % | 95.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,708 CHF | 237,708 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 94.47 % | 95.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,139 CHF | 238,139 CHF | 100.00% | 100.00% |
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