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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% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,671 CHF | 249,671 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.80% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,539 CHF | 249,539 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,620 CHF | 250,620 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,393 CHF | 250,393 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,892 CHF | 250,892 CHF | 99.96% | 99.96% |
| 13/11/2024 | 0.80% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,265 CHF | 250,265 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,723 CHF | 250,723 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,502 CHF | 251,502 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,077 CHF | 251,077 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,123 CHF | 251,123 CHF | 100.00% | 100.00% |
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