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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% | 99.56 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,971 CHF | 250,221 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.50% | 99.50 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,869 CHF | 250,119 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.50% | 99.63 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,851 CHF | 250,101 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.50% | 99.66 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,262 CHF | 250,512 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.50% | 99.74 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,194 CHF | 250,444 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.50% | 99.46 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,833 CHF | 250,083 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.50% | 99.55 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,918 CHF | 250,168 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.50% | 99.69 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,199 CHF | 250,449 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.50% | 99.59 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,962 CHF | 250,212 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.50% | 99.59 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,882 CHF | 250,132 CHF | 100.00% | 100.00% |
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