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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% | 97.40 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,947 CHF | 245,947 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,908 CHF | 245,908 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,221 CHF | 247,221 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.78 % | 98.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,102 CHF | 247,102 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.34 % | 99.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,618 CHF | 247,618 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.97 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,056 CHF | 247,056 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.81% | 98.02 % | 98.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,378 CHF | 247,378 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,426 CHF | 248,426 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,964 CHF | 247,964 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.46 % | 99.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,437 CHF | 248,437 CHF | 100.00% | 100.00% |
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