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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 | 0.78% | 102.18 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,812 CHF | 257,812 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.78% | 102.17 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,391 CHF | 257,391 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.78% | 102.44 % | 103.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,935 CHF | 257,935 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.78% | 102.39 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,382 CHF | 258,382 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.78% | 101.43 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,381 CHF | 258,381 CHF | 6.07% | 6.07% |
| 13/11/2024 | 0.78% | 102.62 % | 103.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,439 CHF | 258,439 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.77% | 102.66 % | 103.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,235 CHF | 259,235 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.77% | 103.24 % | 104.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,124 CHF | 260,124 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.77% | 102.92 % | 103.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,632 CHF | 259,632 CHF | 16.84% | 16.84% |
| 07/11/2024 | 0.77% | 103.30 % | 104.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,433 CHF | 260,433 CHF | 100.00% | 100.00% |
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