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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 | 1.02% | 97.14 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,677 CHF | 246,177 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 97.22 % | 98.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,547 CHF | 245,047 CHF | 89.38% | 89.38% |
| 18/11/2024 | 1.02% | 97.61 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,569 CHF | 246,069 CHF | 99.68% | 99.68% |
| 15/11/2024 | 1.02% | 97.44 % | 98.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,521 CHF | 247,021 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 98.19 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,005 CHF | 247,505 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 97.68 % | 98.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,166 CHF | 246,666 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 97.84 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,412 CHF | 247,912 CHF | 98.75% | 98.75% |
| 11/11/2024 | 1.01% | 98.51 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,198 CHF | 248,698 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 97.91 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,811 CHF | 247,311 CHF | 99.85% | 99.85% |
| 07/11/2024 | 1.02% | 98.01 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,660 CHF | 247,160 CHF | 100.00% | 100.00% |
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