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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 | 0.70% | 98.81 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,824 CHF | 249,574 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 98.98 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,318 CHF | 249,068 CHF | 89.40% | 89.40% |
| 18/11/2024 | 0.71% | 99.02 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,189 CHF | 248,939 CHF | 99.65% | 99.65% |
| 15/11/2024 | 0.70% | 98.95 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,139 CHF | 249,889 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 99.36 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,305 CHF | 250,055 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 99.22 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,897 CHF | 249,647 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 99.11 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,676 CHF | 249,426 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.70% | 99.13 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,261 CHF | 250,011 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 99.29 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,160 CHF | 249,910 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.70% | 99.31 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,636 CHF | 249,386 CHF | 100.00% | 100.00% |
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