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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% | 97.00 % | 97.50 % | 250,000 | 250,000 | 249,992 | 250,000 | 243,043 CHF | 244,300 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.51% | 97.39 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,896 CHF | 244,146 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.51% | 97.38 % | 97.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,001 CHF | 244,251 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.51% | 96.93 % | 97.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,547 CHF | 243,797 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.51% | 97.69 % | 98.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,688 CHF | 243,938 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.52% | 96.15 % | 96.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,596 CHF | 240,846 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.52% | 95.77 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,606 CHF | 241,856 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.51% | 96.77 % | 97.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,796 CHF | 244,046 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 97.04 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,349 CHF | 244,599 CHF | 99.82% | 99.82% |
| 07/11/2024 | 0.51% | 97.66 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,020 CHF | 246,270 CHF | 100.00% | 100.00% |
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