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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% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,139 CHF | 239,139 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 94.52 % | 95.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,677 CHF | 239,677 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.82% | 97.12 % | 97.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,406 CHF | 245,406 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.81% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,440 CHF | 246,440 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,052 CHF | 250,052 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,790 CHF | 251,796 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,221 CHF | 255,255 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,676 CHF | 254,707 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,696 CHF | 250,698 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,226 CHF | 248,226 CHF | 100.00% | 100.00% |
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