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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 | 0.30% | 100.40 % | 100.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,000 CHF | 100,700 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,000 CHF | 100,700 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,000 CHF | 100,700 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 504,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 504,000 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 504,000 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 504,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 504,500 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,509 CHF | 504,009 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 504,500 CHF | 100.00% | 100.00% |
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