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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% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,691 CHF | 250,691 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,017 CHF | 250,017 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,003 CHF | 250,003 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,102 CHF | 250,102 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,812 CHF | 250,812 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,448 CHF | 250,448 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,658 CHF | 250,658 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,971 CHF | 250,971 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,513 CHF | 250,513 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,727 CHF | 254,752 CHF | 100.00% | 100.00% |
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