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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.87% | 92.13 % | 92.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,348 CHF | 231,348 CHF | 99.25% | 99.25% |
| 22/11/2024 | 0.88% | 91.33 % | 92.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,363 CHF | 229,363 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.87% | 91.30 % | 92.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,315 CHF | 231,315 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.86% | 91.92 % | 92.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,299 CHF | 232,299 CHF | 99.69% | 99.69% |
| 18/11/2024 | 0.85% | 93.60 % | 94.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,616 CHF | 236,616 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 94.01 % | 94.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,952 CHF | 236,952 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 93.58 % | 94.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,213 CHF | 234,213 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.87% | 92.10 % | 92.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,486 CHF | 231,486 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.86% | 91.34 % | 92.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,494 CHF | 232,494 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.85% | 93.95 % | 94.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,023 CHF | 237,023 CHF | 100.00% | 100.00% |
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