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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% | 95.62 % | 96.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,503 CHF | 241,503 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 95.65 % | 96.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,569 CHF | 241,569 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.82% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,837 CHF | 243,837 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.32 % | 97.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,597 CHF | 243,597 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.82% | 97.07 % | 97.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,259 CHF | 244,259 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.46 % | 97.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,218 CHF | 243,218 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.56 % | 97.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,873 CHF | 243,873 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.27 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,613 CHF | 245,613 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,310 CHF | 245,310 CHF | 99.95% | 99.95% |
| 07/11/2024 | 0.82% | 97.39 % | 98.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,895 CHF | 245,895 CHF | 100.00% | 100.00% |
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