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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 | 0.83% | 96.43 % | 97.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,694 CHF | 242,694 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.82% | 96.28 % | 97.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,541 CHF | 243,541 CHF | 99.87% | 99.87% |
| 18/11/2024 | 0.82% | 97.26 % | 98.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,058 CHF | 245,058 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.18 % | 97.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,509 CHF | 246,509 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,671 CHF | 251,676 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,749 CHF | 252,766 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,566 CHF | 254,591 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,651 CHF | 254,676 CHF | 100.00% | 100.00% |
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