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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% | 96.61 % | 97.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,109 CHF | 245,109 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 96.92 % | 97.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,040 CHF | 245,040 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.82% | 97.22 % | 98.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,942 CHF | 243,942 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,035 CHF | 249,035 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,329 CHF | 251,329 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.17 % | 97.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,174 CHF | 245,174 CHF | 99.92% | 99.92% |
| 12/11/2024 | 0.81% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,440 CHF | 247,440 CHF | 99.96% | 99.96% |
| 11/11/2024 | 0.81% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,988 CHF | 246,988 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.72 % | 97.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,905 CHF | 243,905 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.83% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,420 CHF | 243,420 CHF | 99.86% | 99.86% |
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