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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.86% | 92.81 % | 93.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,857 CHF | 234,857 CHF | 99.24% | 99.24% |
| 22/11/2024 | 0.86% | 93.18 % | 93.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,925 CHF | 233,925 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.87% | 91.40 % | 92.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,145 CHF | 231,145 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.86% | 91.65 % | 92.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,307 CHF | 232,307 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.86% | 93.08 % | 93.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,848 CHF | 234,848 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 93.26 % | 94.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,457 CHF | 235,457 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.84% | 94.84 % | 95.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,311 CHF | 239,311 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 95.09 % | 95.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,257 CHF | 238,257 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 94.96 % | 95.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,898 CHF | 240,898 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.83% | 96.24 % | 97.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,895 CHF | 242,895 CHF | 100.00% | 100.00% |
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