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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% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,183 CHF | 250,183 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,218 CHF | 250,218 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,318 CHF | 250,318 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,344 CHF | 250,344 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,377 CHF | 250,377 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,258 CHF | 250,258 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,461 CHF | 250,461 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,592 CHF | 250,592 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,210 CHF | 250,210 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,907 CHF | 252,932 CHF | 100.00% | 100.00% |
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