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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% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,147 CHF | 244,147 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,840 CHF | 243,840 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.82% | 97.00 % | 97.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,279 CHF | 244,279 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.85 % | 97.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,442 CHF | 244,442 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.39 % | 98.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,680 CHF | 244,680 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.49 % | 97.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,110 CHF | 243,110 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.41 % | 97.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,771 CHF | 243,771 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,895 CHF | 244,895 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.90 % | 97.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,683 CHF | 244,683 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,489 CHF | 245,489 CHF | 100.00% | 100.00% |
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