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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% | 114.04 % | 114.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,409 CHF | 287,709 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.80% | 113.87 % | 114.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,795 CHF | 287,079 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 114.17 % | 115.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,477 CHF | 287,777 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 114.32 % | 115.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,208 CHF | 288,508 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.80% | 114.69 % | 115.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,320 CHF | 288,620 CHF | 99.96% | 99.96% |
| 13/11/2024 | 0.80% | 114.27 % | 115.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,610 CHF | 287,910 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 114.33 % | 115.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,372 CHF | 288,672 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 114.83 % | 115.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,001 CHF | 289,301 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 114.46 % | 115.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,101 CHF | 288,401 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 114.61 % | 115.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,417 CHF | 288,717 CHF | 100.00% | 100.00% |
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