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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% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,239 CHF | 250,239 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,435 CHF | 250,435 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,452 CHF | 250,452 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,071 CHF | 250,071 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,128 CHF | 250,128 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,421 CHF | 248,421 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,868 CHF | 248,868 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,867 CHF | 249,867 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,110 CHF | 250,110 CHF | 99.93% | 99.93% |
| 07/11/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,695 CHF | 250,695 CHF | 100.00% | 100.00% |
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