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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,127 CHF | 250,127 CHF | 99.74% | 99.74% |
| 22/11/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,269 CHF | 251,269 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,591 CHF | 251,591 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,783 CHF | 250,783 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,935 CHF | 250,935 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,947 CHF | 250,947 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,045 CHF | 251,045 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,011 CHF | 251,011 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,146 CHF | 251,146 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,176 CHF | 251,176 CHF | 100.00% | 100.00% |
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