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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% | 97.62 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,362 CHF | 246,362 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.61 % | 98.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,974 CHF | 245,974 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.81% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,476 CHF | 246,476 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,671 CHF | 246,671 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,040 CHF | 247,040 CHF | 99.93% | 99.93% |
| 13/11/2024 | 0.81% | 97.97 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,008 CHF | 247,008 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,543 CHF | 247,543 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,381 CHF | 248,381 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,199 CHF | 248,199 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.71 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,043 CHF | 249,043 CHF | 100.00% | 100.00% |
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