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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% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,913 CHF | 244,913 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,361 CHF | 244,361 CHF | 99.76% | 99.76% |
| 18/11/2024 | 0.81% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,754 CHF | 246,754 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,156 CHF | 248,156 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,454 CHF | 253,475 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,327 CHF | 252,335 CHF | 99.85% | 99.85% |
| 12/11/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,144 CHF | 253,164 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,149 CHF | 255,180 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,716 CHF | 254,741 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,602 CHF | 255,636 CHF | 100.00% | 100.00% |
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