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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 | 243,726 CHF | 245,726 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.08 % | 97.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,633 CHF | 244,633 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.82% | 97.27 % | 98.07 % | 250,000 | 240,000 | 250,000 | 246,546 | 243,030 CHF | 241,645 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.31 % | 98.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,830 CHF | 245,830 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,098 CHF | 246,098 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.58 % | 98.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,007 CHF | 246,007 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,850 CHF | 249,850 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,256 CHF | 250,256 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,599 CHF | 249,599 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.12 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,586 CHF | 249,586 CHF | 100.00% | 100.00% |
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