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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% | 97.40 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,762 CHF | 246,762 CHF | 99.82% | 99.82% |
| 19/11/2024 | 0.82% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,783 CHF | 245,783 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,316 CHF | 246,316 CHF | 99.96% | 99.96% |
| 15/11/2024 | 0.81% | 97.62 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,832 CHF | 246,832 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,894 CHF | 247,894 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.97 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,593 CHF | 246,593 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,533 CHF | 247,533 CHF | 99.94% | 99.94% |
| 11/11/2024 | 0.81% | 98.67 % | 99.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,959 CHF | 248,959 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,757 CHF | 248,757 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,378 CHF | 250,378 CHF | 99.99% | 99.99% |
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