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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 | 0.83% | 96.25 % | 97.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,328 CHF | 243,328 CHF | 99.85% | 99.85% |
| 19/11/2024 | 0.83% | 96.30 % | 97.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,931 CHF | 242,931 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.82% | 97.23 % | 98.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,076 CHF | 245,076 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,746 CHF | 244,746 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.34 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,284 CHF | 245,284 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,301 CHF | 244,301 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.90 % | 97.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,822 CHF | 244,822 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,676 CHF | 246,676 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.84 % | 98.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,548 CHF | 246,548 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.81% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,576 CHF | 246,576 CHF | 100.00% | 100.00% |
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