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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 | 0.94% | 83.96 % | 84.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,857 CHF | 212,857 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.94% | 84.23 % | 85.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,369 CHF | 213,369 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.92% | 86.61 % | 87.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,972 CHF | 217,972 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.92% | 85.61 % | 86.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,756 CHF | 217,756 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 87.27 % | 88.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,016 CHF | 219,016 CHF | 99.83% | 99.83% |
| 13/11/2024 | 0.93% | 85.76 % | 86.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,679 CHF | 216,679 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.92% | 86.14 % | 86.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,278 CHF | 218,278 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 87.64 % | 88.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,136 CHF | 222,136 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.90% | 87.67 % | 88.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,034 CHF | 222,034 CHF | 99.73% | 99.73% |
| 07/11/2024 | 0.90% | 88.16 % | 88.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,515 CHF | 223,515 CHF | 99.97% | 99.97% |
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