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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 | 0.88% | 90.37 % | 91.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,916 CHF | 228,916 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 90.70 % | 91.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,715 CHF | 229,715 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.87% | 91.81 % | 92.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,707 CHF | 231,707 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 92.15 % | 92.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,736 CHF | 232,736 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 93.82 % | 94.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,647 CHF | 236,647 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 93.94 % | 94.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,547 CHF | 235,547 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.84% | 93.67 % | 94.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,739 CHF | 237,739 CHF | 99.92% | 99.92% |
| 11/11/2024 | 0.84% | 95.17 % | 95.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,208 CHF | 240,208 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.92 % | 95.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,370 CHF | 240,370 CHF | 99.98% | 99.98% |
| 07/11/2024 | 0.82% | 96.37 % | 97.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,511 CHF | 243,511 CHF | 100.00% | 100.00% |
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