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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% | 97.19 % | 97.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,222 CHF | 245,222 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.03 % | 97.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,078 CHF | 245,078 CHF | 99.79% | 99.79% |
| 18/11/2024 | 0.82% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,188 CHF | 246,188 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,356 CHF | 246,356 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.77 % | 98.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,967 CHF | 245,967 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.84 % | 98.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,941 CHF | 245,941 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,714 CHF | 246,714 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,102 CHF | 248,102 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,997 CHF | 247,997 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,677 CHF | 249,677 CHF | 100.00% | 100.00% |
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