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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% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,118 CHF | 256,168 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.80% | 101.12 % | 101.93 % | 200,000 | 250,000 | 206,853 | 250,000 | 209,141 CHF | 254,775 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,435 CHF | 254,460 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,841 CHF | 253,865 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,208 CHF | 255,233 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,142 CHF | 255,168 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,448 CHF | 255,487 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,569 CHF | 251,569 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 98.85 % | 99.65 % | 250,000 | 200,000 | 250,000 | 231,163 | 247,966 CHF | 231,202 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 215,000 | 250,000 | 223,213 | 250,146 CHF | 225,143 CHF | 100.00% | 100.00% |
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