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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 | 0.82% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,334 CHF | 246,334 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 240,000 | 250,000 | 244,932 | 243,746 CHF | 240,772 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.81% | 98.04 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,744 CHF | 246,744 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,874 CHF | 245,874 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.23 % | 98.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,670 CHF | 244,670 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 96.92 % | 97.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,709 CHF | 244,709 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 97.18 % | 97.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,831 CHF | 245,831 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.81% | 97.93 % | 98.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,712 CHF | 246,712 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.49 % | 98.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,816 CHF | 245,816 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 97.65 % | 98.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,550 CHF | 246,550 CHF | 100.00% | 100.00% |
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