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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 | 0.83% | 95.92 % | 96.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,890 CHF | 241,890 CHF | 99.95% | 99.95% |
| 19/11/2024 | 0.83% | 95.64 % | 96.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,377 CHF | 241,377 CHF | 99.80% | 99.80% |
| 18/11/2024 | 0.83% | 96.06 % | 96.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,853 CHF | 241,853 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.23 % | 97.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,859 CHF | 243,859 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.46 % | 98.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,501 CHF | 245,501 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.37 % | 98.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,184 CHF | 245,184 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.81% | 97.65 % | 98.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,127 CHF | 247,127 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,469 CHF | 248,469 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 225,000 | 250,000 | 225,100 | 246,382 CHF | 223,643 CHF | 99.90% | 99.90% |
| 07/11/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,404 CHF | 249,404 CHF | 100.00% | 100.00% |
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