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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,836 CHF | 255,886 CHF | 99.51% | 99.51% |
| 22/11/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,055 CHF | 255,080 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,882 CHF | 254,907 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,270 CHF | 254,295 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,511 CHF | 253,536 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,909 CHF | 252,932 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,199 CHF | 251,199 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 98.82 % | 99.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,594 CHF | 249,594 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,439 CHF | 252,454 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,125 CHF | 251,125 CHF | 100.00% | 100.00% |
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