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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 | 1.00% | 78.20 % | 78.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,433 CHF | 199,417 CHF | 99.90% | 99.90% |
| 19/11/2024 | 1.00% | 78.78 % | 79.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,401 CHF | 199,381 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.99% | 80.83 % | 81.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,946 CHF | 203,946 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.98% | 80.67 % | 81.47 % | 250,000 | 248,000 | 250,000 | 248,014 | 203,506 CHF | 203,873 CHF | 96.13% | 96.13% |
| 14/11/2024 | 0.96% | 84.08 % | 84.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,142 CHF | 210,142 CHF | 99.88% | 99.88% |
| 13/11/2024 | 0.96% | 83.00 % | 83.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,135 CHF | 210,135 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.95% | 83.21 % | 84.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,532 CHF | 211,532 CHF | 99.94% | 99.94% |
| 11/11/2024 | 0.93% | 85.34 % | 86.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,007 CHF | 216,007 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.93% | 84.51 % | 85.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,044 CHF | 215,044 CHF | 99.96% | 99.96% |
| 07/11/2024 | 0.92% | 85.90 % | 86.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,061 CHF | 218,061 CHF | 99.94% | 99.94% |
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