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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% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,211 CHF | 249,211 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 97.90 % | 98.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,542 CHF | 246,542 CHF | 99.67% | 99.67% |
| 18/11/2024 | 0.82% | 97.77 % | 98.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,790 CHF | 245,790 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.81% | 97.58 % | 98.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,270 CHF | 248,270 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,683 CHF | 250,683 CHF | 99.95% | 99.95% |
| 13/11/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,850 CHF | 250,850 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,548 CHF | 252,567 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,195 CHF | 249,195 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,910 CHF | 246,910 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,967 CHF | 248,967 CHF | 100.00% | 100.00% |
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