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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% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,699 CHF | 250,699 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,612 CHF | 250,612 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,364 CHF | 250,364 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,237 CHF | 249,237 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,805 CHF | 249,805 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,871 CHF | 245,871 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.81% | 97.01 % | 97.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,462 CHF | 246,462 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,441 CHF | 248,441 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,242 CHF | 249,242 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,551 CHF | 250,551 CHF | 99.99% | 99.99% |
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