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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 | 0.70% | 99.91 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,850 CHF | 251,600 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 99.97 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,986 CHF | 251,736 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.70% | 99.99 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,914 CHF | 251,664 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.70% | 99.92 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,798 CHF | 251,548 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 99.89 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,617 CHF | 251,367 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 99.74 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,280 CHF | 251,030 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 99.63 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,350 CHF | 251,100 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.70% | 99.72 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,433 CHF | 251,183 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 99.67 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,201 CHF | 250,951 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.70% | 99.69 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,259 CHF | 251,009 CHF | 100.00% | 100.00% |
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