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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% | 89.55 % | 90.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,769 CHF | 226,769 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.88% | 89.71 % | 90.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,251 CHF | 227,251 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.90% | 89.20 % | 90.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,431 CHF | 223,431 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.91% | 87.61 % | 88.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,826 CHF | 220,826 CHF | 99.88% | 99.88% |
| 14/11/2024 | 0.91% | 87.59 % | 88.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,698 CHF | 219,698 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.90% | 88.17 % | 88.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,981 CHF | 223,981 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 88.33 % | 89.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,144 CHF | 223,144 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.87% | 89.65 % | 90.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,169 CHF | 232,169 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 92.96 % | 93.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,136 CHF | 235,136 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 93.39 % | 94.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,451 CHF | 233,451 CHF | 99.67% | 99.67% |
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