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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% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,485 CHF | 246,485 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.63 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,069 CHF | 246,069 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,048 CHF | 247,048 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.19 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,888 CHF | 247,888 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.67 % | 99.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,183 CHF | 248,183 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.99 % | 98.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,844 CHF | 246,844 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.04 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,022 CHF | 248,022 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,156 CHF | 249,156 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,997 CHF | 247,997 CHF | 99.94% | 99.94% |
| 07/11/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,631 CHF | 248,631 CHF | 99.97% | 99.97% |
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