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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% | 107.80 % | 108.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,019 CHF | 273,194 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.80% | 107.85 % | 108.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,357 CHF | 272,531 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.80% | 108.85 % | 109.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,022 CHF | 275,216 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 109.72 % | 110.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,237 CHF | 277,450 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 111.96 % | 112.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,859 CHF | 281,100 CHF | 99.89% | 99.89% |
| 13/11/2024 | 0.80% | 112.31 % | 113.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,472 CHF | 283,734 CHF | 99.91% | 99.91% |
| 12/11/2024 | 0.80% | 112.18 % | 113.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,863 CHF | 283,113 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 113.02 % | 113.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,605 CHF | 284,880 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 112.20 % | 113.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,294 CHF | 283,549 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 113.23 % | 114.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,622 CHF | 284,894 CHF | 100.00% | 100.00% |
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