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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% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,922 CHF | 248,922 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,892 CHF | 247,892 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,940 CHF | 248,940 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,601 CHF | 249,601 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,562 CHF | 249,562 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,854 CHF | 248,854 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.80% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,748 CHF | 249,748 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,857 CHF | 250,857 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,038 CHF | 250,038 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,614 CHF | 250,614 CHF | 100.00% | 100.00% |
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