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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 | 0.80% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,859 CHF | 249,859 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,387 CHF | 249,387 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,124 CHF | 247,124 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,988 CHF | 246,988 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 98.04 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,240 CHF | 246,240 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.83% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,992 CHF | 242,992 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.48 % | 97.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,531 CHF | 245,531 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,622 CHF | 248,622 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,733 CHF | 247,733 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,245 CHF | 248,245 CHF | 100.00% | 100.00% |
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