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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% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,901 CHF | 250,901 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,623 CHF | 250,623 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,891 CHF | 250,891 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,138 CHF | 251,138 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,770 CHF | 250,770 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,722 CHF | 250,722 CHF | 99.85% | 99.85% |
| 12/11/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,846 CHF | 250,846 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,320 CHF | 251,320 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,975 CHF | 250,975 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,066 CHF | 251,066 CHF | 100.00% | 100.00% |
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