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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 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,394 CHF | 245,394 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.27 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,423 CHF | 245,423 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 97.94 % | 98.74 % | 235,000 | 250,000 | 246,465 | 250,000 | 241,173 CHF | 246,634 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,723 CHF | 246,723 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,844 CHF | 246,844 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.64 % | 98.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,186 CHF | 246,186 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 97.77 % | 98.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,648 CHF | 246,648 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.24 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,869 CHF | 247,869 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,147 CHF | 248,147 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.80% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,469 CHF | 249,469 CHF | 100.00% | 100.00% |
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