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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% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,889 CHF | 249,889 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,981 CHF | 248,981 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,938 CHF | 249,938 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,184 CHF | 250,184 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,155 CHF | 250,155 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,973 CHF | 247,973 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.18 % | 98.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,127 CHF | 248,127 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,894 CHF | 248,894 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,521 CHF | 252,529 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,937 CHF | 252,961 CHF | 100.00% | 100.00% |
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