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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% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,147 CHF | 248,147 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.34 % | 99.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,407 CHF | 247,407 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,636 CHF | 248,636 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,081 CHF | 248,081 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,806 CHF | 247,806 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,063 CHF | 248,063 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.09 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,719 CHF | 247,719 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,968 CHF | 248,968 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,562 CHF | 249,562 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,110 CHF | 249,110 CHF | 100.00% | 100.00% |
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