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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% | 98.46 % | 99.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,455 CHF | 248,455 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.40 % | 99.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,120 CHF | 248,120 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,993 CHF | 248,993 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,732 CHF | 248,732 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,175 CHF | 249,175 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,818 CHF | 248,818 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,829 CHF | 248,829 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,407 CHF | 249,407 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,571 CHF | 249,571 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,436 CHF | 249,436 CHF | 100.00% | 100.00% |
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