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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.83% | 96.34 % | 97.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,303 CHF | 242,303 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.83% | 95.80 % | 96.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,000 CHF | 242,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 95.64 % | 96.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,048 CHF | 241,048 CHF | 99.80% | 99.80% |
| 18/11/2024 | 0.83% | 96.35 % | 97.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,660 CHF | 242,660 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.20 % | 97.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,183 CHF | 243,183 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,260 CHF | 244,260 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 96.86 % | 97.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,210 CHF | 244,210 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,797 CHF | 244,797 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.82% | 97.55 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,043 CHF | 246,043 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.30 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,542 CHF | 245,542 CHF | 99.89% | 99.89% |
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