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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 | 0.84% | 94.94 % | 95.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,309 CHF | 239,309 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 94.84 % | 95.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,867 CHF | 240,867 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.82% | 96.63 % | 97.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,560 CHF | 243,560 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,579 CHF | 243,579 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,518 CHF | 248,518 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.81% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,202 CHF | 249,202 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,083 CHF | 251,083 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,473 CHF | 251,473 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,237 CHF | 251,237 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,857 CHF | 251,857 CHF | 100.00% | 100.00% |
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