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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% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,363 CHF | 248,363 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.24 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,643 CHF | 247,643 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,643 CHF | 248,643 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,414 CHF | 249,414 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,585 CHF | 249,585 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.82 % | 99.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,073 CHF | 249,073 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,793 CHF | 249,793 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,267 CHF | 250,267 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,076 CHF | 254,101 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,500 CHF | 254,523 CHF | 100.00% | 100.00% |
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