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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 | 0.85% | 92.62 % | 93.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,428 CHF | 235,428 CHF | 99.93% | 99.93% |
| 19/11/2024 | 0.85% | 93.30 % | 94.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,436 CHF | 235,436 CHF | 99.72% | 99.72% |
| 18/11/2024 | 0.84% | 94.78 % | 95.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,168 CHF | 239,168 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 94.75 % | 95.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,319 CHF | 240,319 CHF | 98.69% | 98.69% |
| 14/11/2024 | 0.82% | 97.66 % | 98.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,997 CHF | 244,997 CHF | 99.94% | 99.94% |
| 13/11/2024 | 0.82% | 97.35 % | 98.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,930 CHF | 245,930 CHF | 99.69% | 99.69% |
| 12/11/2024 | 0.81% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,582 CHF | 246,582 CHF | 99.98% | 99.98% |
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