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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 | 0.94% | 83.36 % | 84.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,934 CHF | 212,934 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.95% | 83.94 % | 84.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,464 CHF | 212,464 CHF | 99.63% | 99.63% |
| 18/11/2024 | 0.92% | 86.34 % | 87.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,307 CHF | 217,307 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.92% | 86.01 % | 86.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,633 CHF | 218,633 CHF | 93.23% | 93.23% |
| 14/11/2024 | 0.90% | 89.22 % | 90.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,098 CHF | 222,098 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.91% | 87.23 % | 88.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,471 CHF | 220,471 CHF | 99.72% | 99.72% |
| 12/11/2024 | 0.90% | 86.96 % | 87.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,167 CHF | 222,167 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.88% | 90.40 % | 91.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,586 CHF | 228,586 CHF | 99.73% | 99.73% |
| 08/11/2024 | 0.89% | 88.86 % | 89.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,243 CHF | 226,243 CHF | 99.81% | 99.81% |
| 07/11/2024 | 0.87% | 90.97 % | 91.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,979 CHF | 230,979 CHF | 99.97% | 99.97% |
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