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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 | 237,267 CHF | 239,267 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 94.29 % | 95.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,127 CHF | 238,127 CHF | 99.63% | 99.63% |
| 18/11/2024 | 0.84% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,298 CHF | 239,298 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,286 CHF | 242,286 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.83% | 96.75 % | 97.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,292 CHF | 243,292 CHF | 99.92% | 99.92% |
| 13/11/2024 | 0.83% | 95.59 % | 96.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,481 CHF | 241,481 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.98 % | 96.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,258 CHF | 243,258 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.10 % | 97.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,292 CHF | 245,292 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.14 % | 97.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,851 CHF | 245,851 CHF | 99.93% | 99.93% |
| 07/11/2024 | 0.81% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,074 CHF | 247,074 CHF | 100.00% | 100.00% |
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