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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% | 97.33 % | 98.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,723 CHF | 246,473 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.72% | 97.47 % | 98.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,438 CHF | 245,188 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.71% | 98.11 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,305 CHF | 248,055 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.70% | 98.94 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,269 CHF | 250,019 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 99.64 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,035 CHF | 250,785 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 99.56 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,957 CHF | 250,707 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 99.20 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,188 CHF | 250,938 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.70% | 99.69 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,598 CHF | 251,348 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 99.77 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,501 CHF | 251,251 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.70% | 100.18 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,434 CHF | 252,184 CHF | 100.00% | 100.00% |
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