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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% | 96.53 % | 97.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,779 CHF | 243,779 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 96.55 % | 97.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,469 CHF | 243,469 CHF | 99.68% | 99.68% |
| 18/11/2024 | 0.82% | 96.82 % | 97.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,909 CHF | 243,909 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.72 % | 97.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,079 CHF | 244,079 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,443 CHF | 244,443 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.41 % | 97.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,946 CHF | 242,946 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.34 % | 97.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,605 CHF | 243,605 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.95 % | 97.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,644 CHF | 244,644 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.79 % | 97.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,379 CHF | 244,379 CHF | 99.93% | 99.93% |
| 07/11/2024 | 0.82% | 97.18 % | 97.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,124 CHF | 245,124 CHF | 100.00% | 100.00% |
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