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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% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,837 CHF | 249,837 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.80% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,553 CHF | 249,553 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,015 CHF | 251,015 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,839 CHF | 250,839 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,684 CHF | 251,684 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,031 CHF | 251,031 CHF | 99.89% | 99.89% |
| 12/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,205 CHF | 251,205 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,222 CHF | 252,222 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,675 CHF | 251,675 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,699 CHF | 251,699 CHF | 100.00% | 100.00% |
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