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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% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,965 CHF | 253,990 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,419 CHF | 253,439 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.80% | 101.08 % | 101.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,990 CHF | 254,015 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,311 CHF | 253,336 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,890 CHF | 252,905 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,643 CHF | 252,657 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,188 CHF | 253,209 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,152 CHF | 256,202 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,900 CHF | 252,918 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,287 CHF | 255,317 CHF | 99.97% | 99.97% |
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