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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% | 99.42 % | 100.22 % | 250,000 | 150,000 | 250,000 | 239,660 | 248,684 CHF | 240,322 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,186 CHF | 250,186 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,922 CHF | 249,922 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,943 CHF | 249,943 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,143 CHF | 250,143 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,279 CHF | 250,279 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,697 CHF | 250,697 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,950 CHF | 250,950 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,751 CHF | 250,751 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,829 CHF | 250,829 CHF | 100.00% | 100.00% |
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