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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% | 99.12 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,884 CHF | 251,888 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,112 CHF | 251,112 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,544 CHF | 249,544 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.80% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,965 CHF | 249,965 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,054 CHF | 252,055 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,272 CHF | 253,297 CHF | 99.82% | 99.82% |
| 12/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,610 CHF | 254,635 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,263 CHF | 255,288 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,670 CHF | 255,706 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,101 CHF | 254,126 CHF | 99.99% | 99.99% |
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