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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% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,952 CHF | 254,977 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,341 CHF | 252,348 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,869 CHF | 251,869 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,527 CHF | 252,541 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,622 CHF | 253,647 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,083 CHF | 254,108 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,431 CHF | 254,454 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,288 CHF | 251,288 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,035 CHF | 250,035 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,528 CHF | 251,528 CHF | 100.00% | 100.00% |
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