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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 | 0.51% | 98.37 % | 98.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,198 CHF | 246,448 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.51% | 97.83 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,037 CHF | 247,287 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.50% | 99.54 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,521 CHF | 248,771 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.50% | 99.02 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,049 CHF | 249,299 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.50% | 99.73 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,157 CHF | 251,407 CHF | 93.17% | 93.17% |
| 13/11/2024 | 0.50% | 99.60 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,460 CHF | 250,710 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 100.35 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,566 CHF | 253,816 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.49% | 101.86 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,988 CHF | 256,238 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 101.93 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,283 CHF | 256,533 CHF | 99.82% | 99.82% |
| 07/11/2024 | 0.49% | 102.26 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,827 CHF | 257,077 CHF | 100.00% | 100.00% |
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