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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% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,904 CHF | 244,904 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.83% | 96.56 % | 97.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,811 CHF | 242,811 CHF | 99.87% | 99.87% |
| 18/11/2024 | 0.82% | 98.09 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,315 CHF | 246,315 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,335 CHF | 249,335 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.81% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,408 CHF | 247,408 CHF | 98.99% | 98.99% |
| 13/11/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,909 CHF | 250,909 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,557 CHF | 252,572 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,255 CHF | 254,280 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,000 CHF | 254,025 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,320 CHF | 255,346 CHF | 100.00% | 100.00% |
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