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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,759 CHF | 247,759 CHF | 99.62% | 99.62% |
| 22/11/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,842 CHF | 246,842 CHF | 99.93% | 99.93% |
| 20/11/2024 | 0.81% | 97.91 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,488 CHF | 246,488 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.57 % | 98.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,345 CHF | 246,345 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,316 CHF | 247,316 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,169 CHF | 248,169 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,950 CHF | 246,950 CHF | 99.92% | 99.92% |
| 13/11/2024 | 0.81% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,778 CHF | 246,778 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,191 CHF | 247,191 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.81% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,803 CHF | 248,803 CHF | 100.00% | 100.00% |
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