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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% | 97.56 % | 98.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,315 CHF | 246,315 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.51 % | 98.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,137 CHF | 246,137 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,358 CHF | 247,358 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.91 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,315 CHF | 247,315 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,882 CHF | 247,882 CHF | 99.93% | 99.93% |
| 13/11/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,362 CHF | 247,362 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,620 CHF | 247,620 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,537 CHF | 248,537 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,247 CHF | 248,247 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,526 CHF | 248,526 CHF | 100.00% | 100.00% |
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