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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% | 97.90 % | 98.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,531 CHF | 247,531 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,966 CHF | 246,966 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.82% | 97.07 % | 97.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,848 CHF | 244,848 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.82% | 97.26 % | 98.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,341 CHF | 246,341 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.81% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,890 CHF | 248,890 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,562 CHF | 250,562 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,489 CHF | 251,493 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,322 CHF | 249,322 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,978 CHF | 247,978 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.49 % | 99.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,623 CHF | 247,623 CHF | 99.98% | 99.98% |
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