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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% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,672 CHF | 250,672 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,278 CHF | 250,278 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,374 CHF | 250,374 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,023 CHF | 250,023 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,122 CHF | 250,122 CHF | 99.92% | 99.92% |
| 13/11/2024 | 0.80% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,571 CHF | 249,571 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,925 CHF | 249,925 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,704 CHF | 250,704 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,385 CHF | 250,385 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,742 CHF | 250,742 CHF | 99.99% | 99.99% |
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