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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% | 121.25 % | 122.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 304,334 CHF | 306,781 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 121.29 % | 122.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 303,490 CHF | 305,929 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 121.09 % | 122.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,435 CHF | 303,860 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 119.83 % | 120.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 299,165 CHF | 301,565 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 119.65 % | 120.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 297,415 CHF | 299,804 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 119.06 % | 120.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 297,237 CHF | 299,627 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 118.81 % | 119.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 298,467 CHF | 300,866 CHF | 99.92% | 99.92% |
| 11/11/2024 | 0.80% | 120.42 % | 121.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,375 CHF | 303,800 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 118.77 % | 119.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 297,130 CHF | 299,512 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 119.48 % | 120.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 299,124 CHF | 301,524 CHF | 100.00% | 100.00% |
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