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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 | 0.82% | 96.74 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,270 CHF | 244,270 CHF | 99.86% | 99.86% |
| 19/11/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,678 CHF | 243,678 CHF | 99.76% | 99.76% |
| 18/11/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,322 CHF | 244,322 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.00 % | 97.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,935 CHF | 244,935 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.42 % | 98.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,180 CHF | 245,180 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,567 CHF | 244,567 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 97.08 % | 97.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,251 CHF | 245,251 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,019 CHF | 246,019 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,210 CHF | 245,210 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.49 % | 98.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,644 CHF | 245,644 CHF | 100.00% | 100.00% |
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