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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% | 97.73 % | 98.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,246 CHF | 247,246 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.01 % | 97.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,212 CHF | 244,212 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.82% | 97.51 % | 98.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,927 CHF | 245,927 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.72 % | 97.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,902 CHF | 243,902 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.83% | 96.57 % | 97.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,234 CHF | 242,234 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 95.47 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,172 CHF | 241,172 CHF | 99.65% | 99.65% |
| 12/11/2024 | 0.82% | 94.94 % | 95.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,585 CHF | 243,585 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 98.58 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,770 CHF | 249,770 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,131 CHF | 249,131 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,126 CHF | 248,126 CHF | 99.99% | 99.99% |
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