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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% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,637 CHF | 248,637 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,481 CHF | 248,481 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,203 CHF | 250,203 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.81% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,362 CHF | 249,362 CHF | 99.96% | 99.96% |
| 14/11/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,921 CHF | 247,921 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,229 CHF | 247,229 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,739 CHF | 247,739 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,783 CHF | 248,783 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,405 CHF | 248,405 CHF | 99.97% | 99.97% |
| 07/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,121 CHF | 251,121 CHF | 99.98% | 99.98% |
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