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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% | 97.23 % | 98.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,736 CHF | 245,736 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.82% | 97.31 % | 98.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,928 CHF | 244,928 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.34 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,223 CHF | 245,223 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.82% | 97.26 % | 98.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,658 CHF | 245,658 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,182 CHF | 246,182 CHF | 99.92% | 99.92% |
| 13/11/2024 | 0.82% | 97.41 % | 98.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,139 CHF | 245,139 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.82% | 97.36 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,915 CHF | 245,915 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.00 % | 98.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,250 CHF | 247,250 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.95 % | 98.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,127 CHF | 247,127 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,398 CHF | 248,398 CHF | 100.00% | 100.00% |
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