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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% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,229 CHF | 248,229 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,559 CHF | 248,559 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,775 CHF | 247,775 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,072 CHF | 248,072 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,405 CHF | 248,405 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,441 CHF | 247,441 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,126 CHF | 248,126 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.62 % | 99.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,855 CHF | 247,855 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 98.04 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,317 CHF | 246,317 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.78 % | 98.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,722 CHF | 245,722 CHF | 100.00% | 100.00% |
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