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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% | 131.51 % | 132.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 330,729 CHF | 333,384 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.80% | 130.95 % | 132.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 327,582 CHF | 330,210 CHF | 99.74% | 99.74% |
| 18/11/2024 | 0.80% | 131.45 % | 132.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 327,262 CHF | 329,889 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 130.03 % | 131.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 324,222 CHF | 326,826 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 130.30 % | 131.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 322,937 CHF | 325,531 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 129.52 % | 130.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 323,495 CHF | 326,094 CHF | 99.45% | 99.45% |
| 12/11/2024 | 0.80% | 128.88 % | 129.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 324,771 CHF | 327,380 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 131.38 % | 132.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 328,206 CHF | 330,842 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 129.19 % | 130.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 323,249 CHF | 325,850 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 130.86 % | 131.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 327,821 CHF | 330,454 CHF | 99.93% | 99.93% |
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