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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% | 110.70 % | 111.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,041 CHF | 279,266 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.80% | 110.66 % | 111.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,718 CHF | 278,943 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 110.65 % | 111.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,324 CHF | 278,549 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 110.32 % | 111.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,652 CHF | 277,875 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 110.36 % | 111.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,244 CHF | 277,453 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 110.13 % | 111.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,342 CHF | 277,547 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 110.09 % | 110.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,644 CHF | 277,866 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.80% | 110.60 % | 111.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,583 CHF | 278,808 CHF | 99.94% | 99.94% |
| 08/11/2024 | 0.80% | 110.29 % | 111.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,695 CHF | 277,920 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 110.47 % | 111.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,314 CHF | 278,540 CHF | 100.00% | 100.00% |
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