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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% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,850 CHF | 249,850 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,602 CHF | 249,602 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,581 CHF | 249,581 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,938 CHF | 249,938 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,084 CHF | 250,084 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 215,000 | 250,000 | 215,122 | 247,776 CHF | 214,928 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,807 CHF | 249,807 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,124 CHF | 250,124 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,866 CHF | 249,866 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,209 CHF | 250,209 CHF | 100.00% | 100.00% |
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