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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% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,005 CHF | 252,007 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,551 CHF | 249,551 CHF | 99.72% | 99.72% |
| 18/11/2024 | 0.81% | 98.53 % | 99.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,680 CHF | 246,680 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.13 % | 97.93 % | 250,000 | 245,000 | 250,000 | 248,945 | 243,153 CHF | 244,118 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,580 CHF | 247,580 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.80% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,610 CHF | 250,610 CHF | 99.74% | 99.74% |
| 12/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,265 CHF | 252,278 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,188 CHF | 254,212 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,157 CHF | 253,181 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,269 CHF | 251,272 CHF | 99.98% | 99.98% |
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