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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% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,210 CHF | 248,210 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,774 CHF | 247,774 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.81% | 98.48 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,577 CHF | 248,577 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,362 CHF | 249,362 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,542 CHF | 250,542 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,010 CHF | 251,010 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,689 CHF | 250,689 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,073 CHF | 251,073 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,613 CHF | 250,613 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,898 CHF | 250,898 CHF | 100.00% | 100.00% |
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