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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 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,194 CHF | 246,194 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.82% | 96.99 % | 97.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,251 CHF | 244,251 CHF | 99.52% | 99.52% |
| 18/11/2024 | 0.82% | 97.69 % | 98.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,274 CHF | 246,274 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.77 % | 98.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,617 CHF | 246,617 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.90 % | 98.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,358 CHF | 246,358 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.48 % | 98.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,749 CHF | 245,749 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.81% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,895 CHF | 246,895 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,586 CHF | 247,586 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.58 % | 98.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,922 CHF | 245,922 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.07 % | 98.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,924 CHF | 246,924 CHF | 100.00% | 100.00% |
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