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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% | 98.42 % | 99.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,666 CHF | 249,666 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 210,000 | 250,000 | 249,134 | 246,692 CHF | 247,831 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,497 CHF | 251,498 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,706 CHF | 253,726 CHF | 99.92% | 99.92% |
| 14/11/2024 | 0.80% | 102.77 % | 103.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,841 CHF | 257,892 CHF | 99.90% | 99.90% |
| 13/11/2024 | 0.80% | 102.89 % | 103.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,729 CHF | 259,800 CHF | 99.66% | 99.66% |
| 12/11/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,199 CHF | 259,268 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 103.71 % | 104.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,255 CHF | 261,330 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.70 % | 103.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,423 CHF | 259,494 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 103.72 % | 104.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,909 CHF | 260,985 CHF | 100.00% | 100.00% |
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