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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 | 0.90% | 87.77 % | 88.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,534 CHF | 222,534 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 88.45 % | 89.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,934 CHF | 222,934 CHF | 99.87% | 99.87% |
| 18/11/2024 | 0.89% | 89.38 % | 90.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,160 CHF | 225,160 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 89.68 % | 90.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,791 CHF | 226,791 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.89% | 90.00 % | 90.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,330 CHF | 226,330 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.89% | 89.80 % | 90.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,817 CHF | 226,817 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.88% | 90.53 % | 91.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,091 CHF | 229,091 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.86% | 91.98 % | 92.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,886 CHF | 232,886 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.87% | 92.17 % | 92.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,927 CHF | 231,927 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 92.88 % | 93.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,865 CHF | 233,865 CHF | 100.00% | 100.00% |
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