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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,834 CHF | 245,834 CHF | 99.99% | 99.99% |
| 20/11/2024 | 0.82% | 96.98 % | 97.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,198 CHF | 245,198 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 97.53 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,850 CHF | 246,850 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.81% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,244 CHF | 248,244 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,153 CHF | 248,153 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,896 CHF | 246,896 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,618 CHF | 246,618 CHF | 99.69% | 99.69% |
| 12/11/2024 | 0.83% | 94.93 % | 95.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,928 CHF | 240,928 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,370 CHF | 242,370 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 95.22 % | 96.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,089 CHF | 240,089 CHF | 99.89% | 99.89% |
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