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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% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,514 CHF | 248,514 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.81% | 98.62 % | 99.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,077 CHF | 247,077 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,265 CHF | 248,265 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,766 CHF | 248,766 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,084 CHF | 247,084 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.68 % | 98.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,096 CHF | 247,096 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,518 CHF | 248,518 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,213 CHF | 248,213 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,940 CHF | 247,940 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,606 CHF | 247,606 CHF | 100.00% | 100.00% |
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