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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% | 96.77 % | 97.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,612 CHF | 244,612 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 96.85 % | 97.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,730 CHF | 243,730 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 96.91 % | 97.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,779 CHF | 243,779 CHF | 99.96% | 99.96% |
| 15/11/2024 | 0.82% | 96.32 % | 97.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,471 CHF | 243,471 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.11 % | 97.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,059 CHF | 244,059 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,028 CHF | 247,028 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,824 CHF | 247,824 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,296 CHF | 249,296 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,504 CHF | 249,504 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,498 CHF | 250,498 CHF | 100.00% | 100.00% |
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