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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% | 126.41 % | 127.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 317,373 CHF | 319,923 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 125.80 % | 126.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 315,202 CHF | 317,731 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 126.08 % | 127.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 313,860 CHF | 316,384 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 124.64 % | 125.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,103 CHF | 312,592 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 124.48 % | 125.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 308,013 CHF | 310,489 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 123.86 % | 124.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 309,296 CHF | 311,775 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.80% | 122.68 % | 123.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 309,114 CHF | 311,597 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 125.25 % | 126.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 313,627 CHF | 316,152 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 123.18 % | 124.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 308,108 CHF | 310,585 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 124.25 % | 125.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,269 CHF | 313,768 CHF | 99.98% | 99.98% |
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