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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% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,461 CHF | 246,461 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,305 CHF | 245,305 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.82% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,896 CHF | 245,896 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.64 % | 98.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,764 CHF | 246,764 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,060 CHF | 247,060 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.88 % | 98.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,762 CHF | 246,762 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,661 CHF | 251,661 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,060 CHF | 252,060 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,315 CHF | 251,315 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,100 CHF | 251,100 CHF | 100.00% | 100.00% |
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