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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 | 0.88% | 90.53 % | 91.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,028 CHF | 227,028 CHF | 99.52% | 99.52% |
| 22/11/2024 | 0.89% | 89.84 % | 90.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,444 CHF | 226,444 CHF | 99.62% | 99.62% |
| 20/11/2024 | 0.87% | 91.53 % | 92.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,526 CHF | 231,526 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.88% | 91.00 % | 91.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,507 CHF | 228,507 CHF | 99.84% | 99.84% |
| 18/11/2024 | 0.86% | 93.54 % | 94.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,808 CHF | 233,808 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 94.05 % | 94.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,755 CHF | 237,755 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.85% | 94.45 % | 95.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,782 CHF | 235,782 CHF | 99.05% | 99.05% |
| 13/11/2024 | 0.83% | 96.29 % | 97.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,836 CHF | 242,836 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.82% | 96.33 % | 97.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,354 CHF | 244,354 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,363 CHF | 246,363 CHF | 100.00% | 100.00% |
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