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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 0.81% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,181 CHF | 248,181 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.88 % | 98.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,910 CHF | 246,910 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.83% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,069 CHF | 241,069 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 93.93 % | 94.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,750 CHF | 238,750 CHF | 99.65% | 99.65% |
| 12/11/2024 | 0.82% | 95.99 % | 96.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,819 CHF | 245,819 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 98.32 % | 99.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,812 CHF | 245,812 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.51 % | 96.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,924 CHF | 241,924 CHF | 99.80% | 99.80% |
| 07/11/2024 | 0.81% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,390 CHF | 249,390 CHF | 99.26% | 99.26% |
| 06/11/2024 | 0.82% | 96.24 % | 97.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,628 CHF | 245,631 CHF | 84.44% | 84.44% |
| 05/11/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,509 CHF | 256,552 CHF | 100.00% | 100.00% |
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