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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% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,191 CHF | 244,191 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.82% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,473 CHF | 243,473 CHF | 99.82% | 99.82% |
| 18/11/2024 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,228 CHF | 244,228 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.77 % | 97.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,661 CHF | 244,661 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.10 % | 97.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,415 CHF | 244,415 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 96.74 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,747 CHF | 243,747 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.42 % | 97.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,263 CHF | 244,263 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.38 % | 98.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,385 CHF | 245,385 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.58 % | 97.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,237 CHF | 244,237 CHF | 99.80% | 99.80% |
| 07/11/2024 | 0.82% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,483 CHF | 245,483 CHF | 100.00% | 100.00% |
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