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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 | 0.86% | 92.20 % | 93.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,310 CHF | 234,310 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.86% | 92.01 % | 92.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,700 CHF | 232,700 CHF | 99.71% | 99.71% |
| 18/11/2024 | 0.84% | 94.59 % | 95.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,236 CHF | 238,236 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.84% | 94.10 % | 94.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,007 CHF | 239,007 CHF | 99.96% | 99.96% |
| 14/11/2024 | 0.84% | 95.89 % | 96.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,905 CHF | 239,905 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 94.00 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,830 CHF | 236,830 CHF | 99.75% | 99.75% |
| 12/11/2024 | 0.84% | 93.62 % | 94.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,044 CHF | 239,044 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.82% | 96.64 % | 97.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,216 CHF | 244,216 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.83 % | 96.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,138 CHF | 243,138 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.81% | 97.84 % | 98.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,228 CHF | 247,228 CHF | 99.92% | 99.92% |
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