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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 | 0.85% | 92.98 % | 93.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,086 CHF | 236,086 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.84% | 94.43 % | 95.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,421 CHF | 238,421 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.83% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,741 CHF | 240,741 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.83% | 95.47 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,011 CHF | 241,011 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 95.36 % | 96.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,678 CHF | 239,678 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.84% | 94.45 % | 95.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,624 CHF | 238,624 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.23 % | 96.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,409 CHF | 242,409 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 96.62 % | 97.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,931 CHF | 242,931 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.19 % | 96.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,490 CHF | 242,490 CHF | 99.95% | 99.95% |
| 07/11/2024 | 0.82% | 97.21 % | 98.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,714 CHF | 243,714 CHF | 100.00% | 100.00% |
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