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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% | 101.08 % | 101.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,482 CHF | 254,507 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.49 % | 101.30 % | 235,000 | 250,000 | 240,661 | 250,000 | 241,082 CHF | 252,443 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,231 CHF | 253,256 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,938 CHF | 253,962 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,871 CHF | 253,896 CHF | 85.97% | 85.97% |
| 13/11/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,090 CHF | 252,095 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,975 CHF | 250,975 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,773 CHF | 251,775 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,212 CHF | 249,212 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,499 CHF | 242,499 CHF | 77.22% | 77.22% |
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