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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% | 98.10 % | 98.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,060 CHF | 248,060 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.81% | 97.98 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,220 CHF | 247,220 CHF | 99.69% | 99.69% |
| 18/11/2024 | 0.81% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,969 CHF | 248,969 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,688 CHF | 249,688 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,877 CHF | 248,877 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,052 CHF | 247,052 CHF | 99.92% | 99.92% |
| 12/11/2024 | 0.81% | 97.51 % | 98.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,822 CHF | 247,822 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,098 CHF | 250,098 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 98.72 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,964 CHF | 249,964 CHF | 99.80% | 99.80% |
| 07/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,041 CHF | 253,062 CHF | 99.98% | 99.98% |
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