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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 | 0.71% | 97.86 % | 98.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,539 CHF | 247,289 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 97.82 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,232 CHF | 245,982 CHF | 89.40% | 89.40% |
| 18/11/2024 | 0.71% | 98.28 % | 98.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,777 CHF | 247,527 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.71% | 98.59 % | 99.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,806 CHF | 248,556 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 98.81 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,923 CHF | 248,673 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 98.12 % | 98.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,183 CHF | 246,933 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.71% | 97.94 % | 98.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,203 CHF | 247,953 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.71% | 98.87 % | 99.57 % | 250,000 | 250,000 | 250,000 | 249,988 | 247,051 CHF | 248,789 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.71% | 98.18 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,687 CHF | 247,437 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.71% | 98.47 % | 99.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,830 CHF | 247,580 CHF | 100.00% | 100.00% |
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