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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% | 108.44 % | 109.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,911 CHF | 275,105 CHF | 99.80% | 99.80% |
| 19/11/2024 | 0.80% | 108.83 % | 109.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,684 CHF | 274,876 CHF | 99.72% | 99.72% |
| 18/11/2024 | 0.80% | 110.51 % | 111.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,934 CHF | 279,159 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 111.12 % | 112.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,509 CHF | 281,751 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.80% | 114.38 % | 115.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,677 CHF | 286,965 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 114.10 % | 115.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,220 CHF | 288,518 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.80% | 114.08 % | 115.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,375 CHF | 288,675 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 115.98 % | 116.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,348 CHF | 292,673 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 114.89 % | 115.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,417 CHF | 290,732 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.80% | 116.36 % | 117.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,907 CHF | 293,243 CHF | 100.00% | 100.00% |
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