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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 | 0.87% | 90.70 % | 91.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,858 CHF | 229,858 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.87% | 91.90 % | 92.70 % | 250,000 | 250,000 | 249,820 | 250,000 | 229,494 CHF | 231,659 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.86% | 92.50 % | 93.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,285 CHF | 232,285 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 92.20 % | 93.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,103 CHF | 232,103 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 92.00 % | 92.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,475 CHF | 230,475 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.89% | 90.00 % | 90.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,685 CHF | 226,685 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.87% | 90.70 % | 91.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,047 CHF | 230,047 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.86% | 92.10 % | 92.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,731 CHF | 232,731 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 91.30 % | 92.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,937 CHF | 227,937 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.88% | 91.40 % | 92.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,474 CHF | 229,474 CHF | 99.23% | 99.23% |
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