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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% | 98.03 % | 98.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,292 CHF | 248,292 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.81% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,593 CHF | 246,593 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.81% | 98.59 % | 99.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,929 CHF | 247,929 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,971 CHF | 248,971 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,152 CHF | 250,152 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,178 CHF | 249,178 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,586 CHF | 250,586 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,972 CHF | 250,972 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,987 CHF | 249,987 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,956 CHF | 249,956 CHF | 100.00% | 100.00% |
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