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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% | 96.45 % | 97.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,892 CHF | 243,892 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 96.75 % | 97.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,764 CHF | 243,764 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.07 % | 97.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,204 CHF | 244,204 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,808 CHF | 243,808 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.15 % | 97.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,026 CHF | 244,026 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.26 % | 97.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,122 CHF | 242,122 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.96 % | 96.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,061 CHF | 243,061 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.77 % | 97.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,540 CHF | 244,540 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,473 CHF | 244,473 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.17 % | 97.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,146 CHF | 245,146 CHF | 100.00% | 100.00% |
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