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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% | 97.00 % | 97.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,758 CHF | 244,758 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.82% | 96.86 % | 97.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,456 CHF | 244,456 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,405 CHF | 246,405 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.64 % | 98.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,722 CHF | 246,722 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.91 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,102 CHF | 246,102 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,854 CHF | 244,854 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.85 % | 97.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,137 CHF | 245,137 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.81% | 97.77 % | 98.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,468 CHF | 246,468 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,567 CHF | 246,567 CHF | 97.97% | 99.97% |
| 07/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,954 CHF | 248,954 CHF | 100.00% | 100.00% |
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