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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% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,787 CHF | 249,787 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.80% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,259 CHF | 250,259 CHF | 99.80% | 99.80% |
| 18/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,632 CHF | 249,632 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,171 CHF | 250,171 CHF | 99.96% | 99.96% |
| 14/11/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,765 CHF | 255,810 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,652 CHF | 254,677 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,616 CHF | 255,655 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,170 CHF | 255,201 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,549 CHF | 253,574 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,911 CHF | 252,936 CHF | 99.92% | 99.92% |
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