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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 | 1.03% | 96.35 % | 97.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,679 CHF | 244,179 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 96.62 % | 97.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,831 CHF | 243,331 CHF | 89.37% | 89.37% |
| 18/11/2024 | 1.03% | 96.77 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,635 CHF | 244,135 CHF | 99.68% | 99.68% |
| 15/11/2024 | 1.03% | 96.65 % | 97.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,476 CHF | 244,976 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 97.31 % | 98.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,865 CHF | 245,365 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.03% | 96.87 % | 97.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,097 CHF | 244,597 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 96.95 % | 97.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,095 CHF | 245,595 CHF | 98.75% | 98.75% |
| 11/11/2024 | 1.02% | 97.62 % | 98.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,890 CHF | 246,390 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 97.06 % | 98.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,723 CHF | 245,223 CHF | 99.84% | 99.84% |
| 07/11/2024 | 1.02% | 97.20 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,673 CHF | 245,173 CHF | 100.00% | 100.00% |
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