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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% | 85.29 % | 86.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,437 CHF | 215,437 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.94% | 84.67 % | 85.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,921 CHF | 212,921 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.94% | 84.84 % | 85.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,347 CHF | 213,347 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 84.64 % | 85.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,412 CHF | 215,412 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 86.34 % | 87.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,700 CHF | 217,700 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.92% | 86.62 % | 87.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,372 CHF | 219,372 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.91% | 87.13 % | 87.93 % | 250,000 | 250,000 | 250,000 | 255,067 | 218,602 CHF | 225,037 CHF | 94.68% | 100.00% |
| 11/11/2024 | 0.90% | 88.10 % | 88.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,537 CHF | 222,537 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 87.74 % | 88.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,039 CHF | 222,039 CHF | 98.54% | 100.00% |
| 07/11/2024 | 0.90% | 88.11 % | 88.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,822 CHF | 223,822 CHF | 99.95% | 99.95% |
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