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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% | 96.81 % | 97.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,637 CHF | 243,887 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.52% | 96.89 % | 97.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,990 CHF | 243,240 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.51% | 97.33 % | 97.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,433 CHF | 243,683 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.52% | 96.83 % | 97.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,743 CHF | 242,993 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 96.54 % | 97.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,727 CHF | 241,977 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.52% | 95.04 % | 95.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,568 CHF | 238,818 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.52% | 94.77 % | 95.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,973 CHF | 240,223 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.52% | 95.99 % | 96.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,562 CHF | 241,812 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.52% | 95.70 % | 96.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,719 CHF | 240,969 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.52% | 96.20 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,244 CHF | 241,494 CHF | 100.00% | 100.00% |
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