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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 | 0.81% | 98.01 % | 98.81 % | 250,000 | 220,000 | 250,000 | 220,113 | 245,701 CHF | 218,089 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,387 CHF | 253,412 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,282 CHF | 253,307 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,240 CHF | 254,265 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,000 CHF | 255,025 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,621 CHF | 254,646 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,793 CHF | 254,818 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,128 CHF | 255,153 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,765 CHF | 254,790 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.10 % | 101.91 % | 235,000 | 250,000 | 235,562 | 250,000 | 238,091 CHF | 254,710 CHF | 100.00% | 100.00% |
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