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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% | 123.21 % | 124.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 308,983 CHF | 311,460 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 122.72 % | 123.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 307,020 CHF | 309,488 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.80% | 122.70 % | 123.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 305,468 CHF | 307,919 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 121.45 % | 122.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,612 CHF | 305,042 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 121.41 % | 122.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,984 CHF | 303,400 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 121.10 % | 122.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,379 CHF | 304,804 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.80% | 120.09 % | 121.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,113 CHF | 304,538 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.80% | 121.99 % | 122.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 305,298 CHF | 307,748 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 120.29 % | 121.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,814 CHF | 303,234 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 121.17 % | 122.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 303,346 CHF | 305,783 CHF | 99.99% | 99.99% |
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