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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% | 107.76 % | 108.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,940 CHF | 273,115 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.80% | 108.15 % | 109.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,615 CHF | 272,790 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 108.96 % | 109.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,167 CHF | 275,363 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 109.51 % | 110.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,855 CHF | 277,066 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.80% | 111.88 % | 112.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,767 CHF | 281,007 CHF | 99.93% | 99.93% |
| 13/11/2024 | 0.80% | 112.22 % | 113.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,208 CHF | 283,469 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 111.89 % | 112.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,345 CHF | 282,595 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 112.97 % | 113.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,477 CHF | 284,752 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 112.13 % | 113.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,105 CHF | 283,360 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 113.12 % | 114.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,361 CHF | 284,630 CHF | 100.00% | 100.00% |
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