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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% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,255 CHF | 248,255 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.81% | 98.48 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,141 CHF | 248,141 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,506 CHF | 248,506 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,343 CHF | 249,343 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,075 CHF | 250,075 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,970 CHF | 254,995 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,814 CHF | 255,856 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,003 CHF | 257,053 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,001 CHF | 256,049 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,348 CHF | 256,398 CHF | 100.00% | 100.00% |
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