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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 | 0.81% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,217 CHF | 248,217 CHF | 99.95% | 99.95% |
| 19/11/2024 | 0.81% | 97.91 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,367 CHF | 247,367 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.82% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,007 CHF | 246,007 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.81% | 97.51 % | 98.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,704 CHF | 246,704 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.46 % | 98.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,303 CHF | 245,303 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,868 CHF | 246,868 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,278 CHF | 247,278 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,404 CHF | 250,404 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,599 CHF | 251,601 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,481 CHF | 251,481 CHF | 99.99% | 99.99% |
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