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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 | 0.80% | 116.91 % | 117.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 293,879 CHF | 296,240 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.80% | 116.85 % | 117.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,242 CHF | 294,593 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.80% | 118.11 % | 119.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,519 CHF | 296,889 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 117.87 % | 118.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 296,019 CHF | 298,395 CHF | 99.97% | 99.97% |
| 14/11/2024 | 0.80% | 119.80 % | 120.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 297,750 CHF | 300,140 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 118.68 % | 119.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 296,321 CHF | 298,698 CHF | 99.85% | 99.85% |
| 12/11/2024 | 0.80% | 118.77 % | 119.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 299,437 CHF | 301,837 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.80% | 121.11 % | 122.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,978 CHF | 305,404 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 119.96 % | 120.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,569 CHF | 302,981 CHF | 99.91% | 99.91% |
| 07/11/2024 | 0.80% | 121.30 % | 122.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 303,850 CHF | 306,295 CHF | 99.99% | 99.99% |
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