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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% | 97.62 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,459 CHF | 246,459 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.53 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,875 CHF | 245,875 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.82% | 97.69 % | 98.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,135 CHF | 246,135 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.57 % | 98.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,100 CHF | 247,100 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.58 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,274 CHF | 248,274 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,323 CHF | 248,323 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,949 CHF | 248,949 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.81% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,090 CHF | 249,090 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,426 CHF | 248,426 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,573 CHF | 248,573 CHF | 100.00% | 100.00% |
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