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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% | 98.42 % | 99.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,059 CHF | 249,059 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.82 % | 99.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,602 CHF | 248,602 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,401 CHF | 250,401 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,068 CHF | 251,068 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,324 CHF | 250,324 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,536 CHF | 249,536 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.80% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,147 CHF | 250,147 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,911 CHF | 251,913 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,602 CHF | 251,602 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,261 CHF | 253,286 CHF | 100.00% | 100.00% |
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