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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% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,691 CHF | 249,691 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.81% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,315 CHF | 249,315 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,753 CHF | 250,753 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,144 CHF | 251,144 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,056 CHF | 251,056 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,428 CHF | 250,428 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,244 CHF | 251,244 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,221 CHF | 252,224 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,908 CHF | 251,908 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,901 CHF | 252,926 CHF | 100.00% | 100.00% |
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