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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 | 0.83% | 95.26 % | 96.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,866 CHF | 240,866 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.83% | 95.34 % | 96.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,053 CHF | 241,053 CHF | 99.65% | 99.65% |
| 18/11/2024 | 0.82% | 97.31 % | 98.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,912 CHF | 244,912 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.53 % | 97.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,666 CHF | 244,666 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.86 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,557 CHF | 245,557 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 96.57 % | 97.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,704 CHF | 243,704 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.82 % | 97.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,970 CHF | 244,970 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.12 % | 98.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,050 CHF | 248,050 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,682 CHF | 247,682 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,899 CHF | 248,899 CHF | 99.95% | 99.95% |
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