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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% | 155.37 % | 156.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 389,275 CHF | 392,400 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.80% | 155.15 % | 156.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 388,049 CHF | 391,168 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 155.47 % | 156.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 387,783 CHF | 390,899 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 154.58 % | 155.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 386,006 CHF | 389,106 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 154.43 % | 155.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 384,912 CHF | 388,006 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 154.00 % | 155.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 384,803 CHF | 387,898 CHF | 99.67% | 99.67% |
| 12/11/2024 | 0.80% | 153.49 % | 154.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 385,272 CHF | 388,369 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 154.96 % | 156.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 387,683 CHF | 390,798 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 154.02 % | 155.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 385,261 CHF | 388,361 CHF | 99.93% | 99.93% |
| 07/11/2024 | 0.80% | 154.54 % | 155.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 386,642 CHF | 389,744 CHF | 100.00% | 100.00% |
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