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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% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,390 CHF | 251,390 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,472 CHF | 251,472 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.81 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,511 CHF | 251,511 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,817 CHF | 251,817 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,768 CHF | 251,768 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,636 CHF | 251,636 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,805 CHF | 251,805 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.01 % | 100.81 % | 230,000 | 250,000 | 231,809 | 250,000 | 231,745 CHF | 251,932 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,672 CHF | 251,672 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,866 CHF | 251,866 CHF | 100.00% | 100.00% |
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