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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% | 98.21 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,849 CHF | 247,849 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.81% | 98.12 % | 98.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,195 CHF | 247,195 CHF | 99.80% | 99.80% |
| 18/11/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,549 CHF | 247,549 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,065 CHF | 248,065 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,038 CHF | 248,038 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,777 CHF | 247,777 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,219 CHF | 248,219 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,825 CHF | 248,825 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,099 CHF | 248,099 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,188 CHF | 248,188 CHF | 100.00% | 100.00% |
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