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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% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,038 CHF | 249,038 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,447 CHF | 248,447 CHF | 99.74% | 99.74% |
| 18/11/2024 | 0.81% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,285 CHF | 249,285 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,041 CHF | 249,041 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,530 CHF | 249,530 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,580 CHF | 248,580 CHF | 99.82% | 99.82% |
| 12/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,865 CHF | 248,865 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,129 CHF | 250,129 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,532 CHF | 249,532 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.80% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,872 CHF | 249,872 CHF | 100.00% | 100.00% |
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