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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% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,685 CHF | 248,685 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,947 CHF | 247,947 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,613 CHF | 247,613 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.87 % | 98.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,121 CHF | 247,121 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,636 CHF | 252,648 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,627 CHF | 251,627 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,330 CHF | 252,334 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,701 CHF | 253,726 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,401 CHF | 253,426 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,988 CHF | 254,013 CHF | 100.00% | 100.00% |
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