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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 | 0.60% | 99.52 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,833 CHF | 250,333 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.60% | 99.54 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,857 CHF | 250,357 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.60% | 99.60 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,993 CHF | 250,493 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.60% | 99.58 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,050 CHF | 250,550 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.60% | 99.66 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,042 CHF | 250,542 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.60% | 99.57 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,889 CHF | 250,389 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.60% | 99.56 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,921 CHF | 250,421 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.60% | 99.61 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,032 CHF | 250,532 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.60% | 99.58 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,996 CHF | 250,496 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.60% | 99.63 % | 100.23 % | 250,000 | 250,000 | 249,996 | 250,000 | 249,152 CHF | 250,657 CHF | 100.00% | 100.00% |
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