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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% | 109.37 % | 110.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,676 CHF | 275,876 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 109.26 % | 110.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,198 CHF | 275,398 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.80% | 109.37 % | 110.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,159 CHF | 275,359 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 109.13 % | 110.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,493 CHF | 274,688 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 109.06 % | 109.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,998 CHF | 274,175 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 108.85 % | 109.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,075 CHF | 274,250 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.80% | 108.63 % | 109.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,128 CHF | 274,305 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 109.18 % | 110.06 % | 235,000 | 250,000 | 235,035 | 250,000 | 256,622 CHF | 275,161 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 108.89 % | 109.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,239 CHF | 274,419 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 109.13 % | 110.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,936 CHF | 275,136 CHF | 100.00% | 100.00% |
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