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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% | 97.98 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,705 CHF | 247,705 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,891 CHF | 247,891 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.81% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,199 CHF | 248,199 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,363 CHF | 247,363 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,327 CHF | 247,327 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.69 % | 98.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,933 CHF | 245,933 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,067 CHF | 247,067 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,556 CHF | 247,556 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.24 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,324 CHF | 247,324 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,899 CHF | 246,899 CHF | 100.00% | 100.00% |
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