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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 | 0.80% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,812 CHF | 249,812 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,671 CHF | 248,671 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,668 CHF | 249,668 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,721 CHF | 249,721 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,595 CHF | 249,595 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.81% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,931 CHF | 247,931 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.81% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,649 CHF | 248,649 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,322 CHF | 249,322 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.55 % | 99.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,538 CHF | 248,538 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,289 CHF | 249,289 CHF | 100.00% | 100.00% |
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