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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 | 0.84% | 94.21 % | 95.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,150 CHF | 238,150 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 93.86 % | 94.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,781 CHF | 237,781 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.85% | 93.73 % | 94.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,366 CHF | 235,366 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.86% | 92.72 % | 93.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,673 CHF | 232,673 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 92.21 % | 93.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,063 CHF | 232,063 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 93.04 % | 93.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,425 CHF | 235,425 CHF | 99.89% | 99.89% |
| 12/11/2024 | 0.85% | 93.12 % | 93.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,950 CHF | 236,950 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.04 % | 95.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,022 CHF | 243,022 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,623 CHF | 245,623 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.65 % | 98.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,368 CHF | 245,368 CHF | 99.99% | 99.99% |
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