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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% | 97.27 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,907 CHF | 245,907 CHF | 99.84% | 99.84% |
| 19/11/2024 | 0.82% | 97.37 % | 98.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,893 CHF | 245,893 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,592 CHF | 247,592 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.81% | 97.76 % | 98.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,309 CHF | 247,309 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.81% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,684 CHF | 248,684 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.32 % | 99.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,786 CHF | 247,786 CHF | 99.82% | 99.82% |
| 12/11/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,023 CHF | 248,023 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,311 CHF | 249,311 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,720 CHF | 248,720 CHF | 99.97% | 99.97% |
| 07/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,016 CHF | 254,041 CHF | 100.00% | 100.00% |
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