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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 | 0.50% | 99.30 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,492 CHF | 249,742 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.50% | 99.29 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,282 CHF | 249,532 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.50% | 99.39 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,364 CHF | 249,614 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.50% | 99.45 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,886 CHF | 250,136 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.50% | 99.56 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,939 CHF | 250,189 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.50% | 99.45 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,526 CHF | 249,776 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.50% | 99.33 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,600 CHF | 249,850 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.50% | 99.51 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,813 CHF | 250,063 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.50% | 99.42 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,595 CHF | 249,845 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.50% | 99.47 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,596 CHF | 249,846 CHF | 100.00% | 100.00% |
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