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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% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,028 CHF | 249,028 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,722 CHF | 248,722 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,572 CHF | 249,572 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,885 CHF | 249,885 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,436 CHF | 249,436 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,002 CHF | 248,002 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,334 CHF | 248,334 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,015 CHF | 250,015 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,178 CHF | 250,178 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,398 CHF | 251,398 CHF | 99.92% | 99.92% |
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