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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 | 0.83% | 96.12 % | 96.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,121 CHF | 243,121 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.83% | 96.17 % | 96.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,355 CHF | 242,355 CHF | 99.79% | 99.79% |
| 18/11/2024 | 0.83% | 96.27 % | 97.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,688 CHF | 242,688 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.13 % | 96.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,800 CHF | 242,800 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,102 CHF | 243,102 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.24 % | 97.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,346 CHF | 242,346 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.83% | 96.21 % | 97.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,147 CHF | 243,147 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,459 CHF | 244,459 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.74 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,356 CHF | 244,356 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.23 % | 98.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,530 CHF | 245,530 CHF | 100.00% | 100.00% |
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