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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% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,650 CHF | 250,650 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,798 CHF | 250,798 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,968 CHF | 250,968 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,056 CHF | 251,056 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,889 CHF | 250,889 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,649 CHF | 250,649 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,861 CHF | 250,861 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,142 CHF | 251,142 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,964 CHF | 250,964 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,226 CHF | 251,226 CHF | 100.00% | 100.00% |
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