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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 | 245,182 CHF | 247,182 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 97.86 % | 98.66 % | 250,000 | 220,000 | 250,000 | 241,612 | 244,914 CHF | 238,643 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,218 CHF | 247,218 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.83 % | 98.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,090 CHF | 247,090 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,471 CHF | 247,471 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.81% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,738 CHF | 246,738 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 97.85 % | 98.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,007 CHF | 247,007 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.19 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,572 CHF | 247,572 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,574 CHF | 247,574 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,079 CHF | 248,079 CHF | 100.00% | 100.00% |
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