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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 | 0.82% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,972 CHF | 245,972 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.82% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,290 CHF | 246,290 CHF | 99.65% | 99.65% |
| 18/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,462 CHF | 246,462 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,662 CHF | 249,662 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,084 CHF | 251,084 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,350 CHF | 250,350 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,579 CHF | 252,595 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,140 CHF | 254,165 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,847 CHF | 252,866 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,456 CHF | 252,467 CHF | 100.00% | 100.00% |
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