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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% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,482 CHF | 248,482 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,374 CHF | 248,374 CHF | 99.74% | 99.74% |
| 18/11/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,880 CHF | 248,880 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,659 CHF | 247,659 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 97.84 % | 98.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,419 CHF | 246,419 CHF | 99.92% | 99.92% |
| 13/11/2024 | 0.83% | 96.56 % | 97.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,867 CHF | 242,867 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.82% | 95.90 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,707 CHF | 243,707 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.68 % | 97.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,140 CHF | 244,140 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.31 % | 97.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,661 CHF | 244,661 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.82% | 97.62 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,375 CHF | 246,375 CHF | 100.00% | 100.00% |
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