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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 | 1.00% | 99.20 % | 100.20 % | 235,000 | 250,000 | 247,809 | 250,000 | 245,827 CHF | 250,500 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 99.20 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,500 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 99.20 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,500 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 99.20 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,500 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 99.20 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,500 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.20 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,500 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 99.20 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,500 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 99.20 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,500 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 99.20 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,500 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 99.20 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,500 CHF | 100.00% | 100.00% |
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