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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,156 CHF | 254,181 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,751 CHF | 251,751 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,948 CHF | 251,949 CHF | 99.70% | 99.70% |
| 18/11/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,619 CHF | 251,620 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,023 CHF | 251,023 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.81% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,468 CHF | 248,468 CHF | 99.96% | 99.96% |
| 13/11/2024 | 0.83% | 95.98 % | 96.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,239 CHF | 241,239 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.83% | 95.12 % | 95.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,300 CHF | 242,300 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.82% | 96.43 % | 97.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,285 CHF | 244,285 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.82% | 95.82 % | 96.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,303 CHF | 244,303 CHF | 99.86% | 99.86% |
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