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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 | 0.83% | 96.02 % | 96.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,685 CHF | 242,685 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 95.56 % | 96.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,091 CHF | 241,091 CHF | 99.41% | 99.41% |
| 18/11/2024 | 0.83% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,267 CHF | 243,267 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.82% | 96.83 % | 97.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,243 CHF | 244,243 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.82 % | 97.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,289 CHF | 243,289 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.83% | 96.00 % | 96.80 % | 250,000 | 230,000 | 250,000 | 232,598 | 240,224 CHF | 225,368 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.82% | 95.66 % | 96.46 % | 250,000 | 240,000 | 250,000 | 245,824 | 241,600 CHF | 239,546 CHF | 99.91% | 99.91% |
| 11/11/2024 | 0.81% | 98.10 % | 98.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,186 CHF | 247,186 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.51 % | 98.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,370 CHF | 247,370 CHF | 99.93% | 99.93% |
| 07/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,686 CHF | 250,686 CHF | 99.99% | 99.99% |
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