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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 | 0.86% | 92.39 % | 93.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,699 CHF | 233,699 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.86% | 92.65 % | 93.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,592 CHF | 234,592 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.85% | 93.82 % | 94.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,613 CHF | 236,613 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 93.89 % | 94.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,574 CHF | 237,574 CHF | 99.97% | 99.97% |
| 14/11/2024 | 0.83% | 95.90 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,031 CHF | 242,031 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.25 % | 97.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,280 CHF | 241,280 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 96.00 % | 96.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,238 CHF | 243,238 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.11 % | 97.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,191 CHF | 245,191 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.98 % | 97.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,292 CHF | 245,292 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,780 CHF | 247,780 CHF | 99.99% | 99.99% |
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