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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 | 0.89% | 88.64 % | 89.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,699 CHF | 225,699 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.89% | 89.34 % | 90.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,612 CHF | 225,612 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.88% | 90.33 % | 91.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,863 CHF | 228,863 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.87% | 91.39 % | 92.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,559 CHF | 231,559 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 94.43 % | 95.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,980 CHF | 236,980 CHF | 99.90% | 99.90% |
| 13/11/2024 | 0.84% | 94.93 % | 95.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,141 CHF | 240,141 CHF | 99.85% | 99.85% |
| 12/11/2024 | 0.84% | 94.55 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,509 CHF | 239,509 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 96.28 % | 97.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,661 CHF | 242,661 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 94.99 % | 95.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,750 CHF | 240,750 CHF | 99.91% | 99.91% |
| 07/11/2024 | 0.83% | 96.61 % | 97.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,161 CHF | 243,161 CHF | 99.94% | 99.94% |
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