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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,302 CHF | 251,307 CHF | 99.76% | 99.76% |
| 20/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,475 CHF | 254,500 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,291 CHF | 253,315 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,784 CHF | 254,811 CHF | 99.96% | 99.96% |
| 15/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,715 CHF | 253,740 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,480 CHF | 251,486 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 98.95 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,836 CHF | 253,863 CHF | 99.55% | 99.55% |
| 12/11/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,968 CHF | 258,019 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,359 CHF | 257,406 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,257 CHF | 255,287 CHF | 99.82% | 99.82% |
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