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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 | 0.80% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,847 CHF | 249,847 CHF | 98.59% | 98.59% |
| 19/11/2024 | 0.81% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,277 CHF | 249,277 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,915 CHF | 247,915 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,656 CHF | 249,656 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,145 CHF | 250,145 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,741 CHF | 248,741 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,001 CHF | 251,001 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,639 CHF | 252,639 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,190 CHF | 252,190 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,162 CHF | 252,162 CHF | 100.00% | 100.00% |
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