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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% | 98.19 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,927 CHF | 247,927 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.81% | 98.21 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,841 CHF | 247,841 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.81% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,248 CHF | 249,248 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,161 CHF | 249,161 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,733 CHF | 249,733 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,116 CHF | 249,116 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.81% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,444 CHF | 249,444 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,366 CHF | 250,366 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,071 CHF | 250,071 CHF | 99.89% | 99.89% |
| 07/11/2024 | 0.80% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,311 CHF | 250,311 CHF | 100.00% | 100.00% |
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