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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 | 0.89% | 88.76 % | 89.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,014 CHF | 226,014 CHF | 99.85% | 99.85% |
| 19/11/2024 | 0.89% | 89.83 % | 90.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,375 CHF | 226,375 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.88% | 90.75 % | 91.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,831 CHF | 227,831 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 91.33 % | 92.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,521 CHF | 231,521 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 92.29 % | 93.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,825 CHF | 231,825 CHF | 99.96% | 99.96% |
| 13/11/2024 | 0.87% | 91.09 % | 91.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,945 CHF | 229,945 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.86% | 91.84 % | 92.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,722 CHF | 232,722 CHF | 99.94% | 99.94% |
| 11/11/2024 | 0.85% | 93.19 % | 93.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,269 CHF | 236,269 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 92.79 % | 93.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,508 CHF | 232,508 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 93.76 % | 94.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,397 CHF | 235,397 CHF | 100.00% | 100.00% |
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