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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% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,319 CHF | 252,322 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.81% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,923 CHF | 246,923 CHF | 99.77% | 99.77% |
| 18/11/2024 | 0.84% | 96.56 % | 97.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,211 CHF | 239,211 CHF | 98.56% | 98.56% |
| 15/11/2024 | 0.86% | 92.29 % | 93.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,564 CHF | 232,564 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.84% | 94.11 % | 94.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,765 CHF | 238,765 CHF | 99.86% | 99.86% |
| 13/11/2024 | 0.81% | 96.20 % | 97.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,551 CHF | 246,551 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.80% | 97.28 % | 98.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,950 CHF | 249,950 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,215 CHF | 252,225 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,865 CHF | 250,865 CHF | 99.98% | 99.98% |
| 07/11/2024 | 0.81% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,793 CHF | 246,793 CHF | 99.88% | 99.88% |
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