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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% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,744 CHF | 248,744 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,822 CHF | 247,822 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.81% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,627 CHF | 246,627 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,905 CHF | 247,905 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,406 CHF | 248,406 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.37 % | 99.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,607 CHF | 248,607 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,812 CHF | 248,812 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.72 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,330 CHF | 249,330 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,507 CHF | 249,507 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,844 CHF | 248,844 CHF | 100.00% | 100.00% |
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