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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% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,320 CHF | 253,344 CHF | 99.95% | 99.95% |
| 19/11/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,965 CHF | 252,984 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,141 CHF | 254,166 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,794 CHF | 254,819 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,405 CHF | 255,442 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,722 CHF | 254,747 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,351 CHF | 255,383 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,332 CHF | 257,382 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,324 CHF | 256,374 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.80% | 102.25 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,078 CHF | 258,128 CHF | 100.00% | 100.00% |
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