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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% | 115.96 % | 116.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,075 CHF | 292,400 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 115.68 % | 116.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,806 CHF | 291,131 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 115.77 % | 116.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,958 CHF | 291,283 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 115.26 % | 116.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,659 CHF | 292,995 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.80% | 117.10 % | 118.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,612 CHF | 294,962 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 116.97 % | 117.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,010 CHF | 294,360 CHF | 99.89% | 99.89% |
| 12/11/2024 | 0.80% | 116.90 % | 117.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,686 CHF | 295,036 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 117.12 % | 118.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 293,024 CHF | 295,374 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 116.87 % | 117.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,256 CHF | 294,606 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.80% | 116.99 % | 117.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,011 CHF | 294,358 CHF | 100.00% | 100.00% |
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