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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 | 1.00% | 77.97 % | 78.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,971 CHF | 199,958 CHF | 99.93% | 99.93% |
| 19/11/2024 | 1.00% | 78.92 % | 79.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,875 CHF | 199,860 CHF | 98.67% | 98.67% |
| 18/11/2024 | 0.98% | 81.36 % | 82.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,703 CHF | 204,703 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.97% | 81.00 % | 81.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,292 CHF | 206,292 CHF | 93.22% | 93.22% |
| 14/11/2024 | 0.96% | 84.16 % | 84.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,796 CHF | 209,796 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.97% | 82.35 % | 83.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,178 CHF | 208,178 CHF | 99.79% | 99.79% |
| 12/11/2024 | 0.96% | 82.08 % | 82.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,833 CHF | 209,833 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.93% | 85.44 % | 86.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,244 CHF | 216,244 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.94% | 84.05 % | 84.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,091 CHF | 214,091 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.92% | 86.05 % | 86.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,572 CHF | 218,572 CHF | 99.88% | 99.88% |
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