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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% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,157 CHF | 251,157 CHF | 99.95% | 99.95% |
| 19/11/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,420 CHF | 250,420 CHF | 99.84% | 99.84% |
| 18/11/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,902 CHF | 250,902 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,840 CHF | 250,840 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,506 CHF | 250,506 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,888 CHF | 248,888 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,361 CHF | 249,361 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,048 CHF | 250,048 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,543 CHF | 249,543 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,798 CHF | 249,798 CHF | 100.00% | 100.00% |
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