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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% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,526 CHF | 248,526 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,292 CHF | 247,292 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,074 CHF | 249,074 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,807 CHF | 249,807 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.95 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,423 CHF | 249,423 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.82 % | 99.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,146 CHF | 249,146 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,790 CHF | 249,790 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,296 CHF | 250,296 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,930 CHF | 248,930 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,809 CHF | 248,809 CHF | 100.00% | 100.00% |
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