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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 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,255 CHF | 247,255 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,832 CHF | 246,832 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.81% | 98.40 % | 99.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,050 CHF | 248,050 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,750 CHF | 248,750 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,876 CHF | 249,876 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,503 CHF | 249,503 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,098 CHF | 250,098 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,478 CHF | 251,478 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,934 CHF | 250,934 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,532 CHF | 251,532 CHF | 99.97% | 99.97% |
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