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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% | 96.22 % | 97.02 % | 250,000 | 235,000 | 250,000 | 236,525 | 241,012 CHF | 229,921 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.83% | 96.34 % | 97.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,268 CHF | 243,268 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.82% | 97.02 % | 97.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,808 CHF | 244,808 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.86 % | 97.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,526 CHF | 245,526 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,213 CHF | 250,213 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,951 CHF | 249,951 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,442 CHF | 251,442 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,470 CHF | 252,481 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,833 CHF | 251,841 CHF | 99.91% | 99.91% |
| 07/11/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,282 CHF | 253,304 CHF | 100.00% | 100.00% |
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