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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% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,052 CHF | 245,052 CHF | 99.93% | 99.93% |
| 19/11/2024 | 0.82% | 96.88 % | 97.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,138 CHF | 244,138 CHF | 99.82% | 99.82% |
| 18/11/2024 | 0.82% | 97.36 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,073 CHF | 245,073 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.19 % | 97.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,652 CHF | 245,652 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,210 CHF | 246,210 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.82% | 97.39 % | 98.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,492 CHF | 245,492 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.81% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,056 CHF | 247,056 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,970 CHF | 247,970 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,933 CHF | 246,933 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,948 CHF | 246,948 CHF | 100.00% | 100.00% |
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