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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% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,684 CHF | 250,684 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,528 CHF | 250,528 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,671 CHF | 250,671 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,781 CHF | 250,781 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,061 CHF | 251,061 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,523 CHF | 250,523 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,852 CHF | 250,852 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,312 CHF | 251,312 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,994 CHF | 250,994 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,175 CHF | 251,175 CHF | 100.00% | 100.00% |
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