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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% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,101 CHF | 244,101 CHF | 99.95% | 99.95% |
| 19/11/2024 | 0.82% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,401 CHF | 244,401 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.81% | 97.83 % | 98.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,522 CHF | 246,522 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,560 CHF | 247,560 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.82% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,142 CHF | 246,142 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.31 % | 98.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,436 CHF | 245,436 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,047 CHF | 246,047 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,160 CHF | 247,160 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,299 CHF | 246,299 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.51 % | 98.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,971 CHF | 245,971 CHF | 99.99% | 99.99% |
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