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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% | 97.68 % | 98.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,903 CHF | 246,903 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 97.90 % | 98.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,811 CHF | 246,811 CHF | 99.72% | 99.72% |
| 18/11/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,683 CHF | 248,683 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,949 CHF | 247,949 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,950 CHF | 246,950 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,780 CHF | 246,780 CHF | 99.83% | 99.83% |
| 12/11/2024 | 0.81% | 98.04 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,351 CHF | 248,351 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,777 CHF | 248,777 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.99 % | 98.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,062 CHF | 247,062 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.81% | 97.99 % | 98.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,791 CHF | 247,791 CHF | 100.00% | 100.00% |
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