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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 | 0.51% | 97.00 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,025 CHF | 246,275 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.51% | 98.22 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,344 CHF | 246,594 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.51% | 98.28 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,174 CHF | 246,424 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.51% | 97.95 % | 98.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,429 CHF | 246,679 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.51% | 98.23 % | 98.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,064 CHF | 246,314 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 97.69 % | 98.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,505 CHF | 245,755 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.51% | 97.92 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,180 CHF | 246,430 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.51% | 98.12 % | 98.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,834 CHF | 247,084 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 98.27 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,625 CHF | 246,875 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.51% | 98.33 % | 98.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,874 CHF | 248,124 CHF | 100.00% | 100.00% |
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