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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% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,845 CHF | 247,845 CHF | 99.95% | 99.95% |
| 19/11/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,324 CHF | 248,324 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,259 CHF | 250,259 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,879 CHF | 249,879 CHF | 99.97% | 99.97% |
| 14/11/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,926 CHF | 246,926 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,476 CHF | 243,476 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.83% | 95.38 % | 96.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,789 CHF | 241,789 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.82% | 97.56 % | 98.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,114 CHF | 246,114 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.08 % | 97.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,282 CHF | 247,282 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,347 CHF | 251,347 CHF | 100.00% | 100.00% |
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