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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,103 CHF | 245,103 CHF | 99.46% | 99.46% |
| 22/11/2024 | 0.82% | 97.38 % | 98.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,679 CHF | 245,679 CHF | 99.92% | 99.92% |
| 20/11/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,709 CHF | 245,709 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,037 CHF | 246,037 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,026 CHF | 246,026 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.19 % | 97.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,243 CHF | 245,243 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.98 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,612 CHF | 245,612 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.83% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,830 CHF | 242,830 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.82% | 96.17 % | 96.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,648 CHF | 243,648 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,252 CHF | 245,252 CHF | 100.00% | 100.00% |
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