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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% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,267 CHF | 251,267 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,939 CHF | 250,939 CHF | 99.75% | 99.75% |
| 18/11/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,923 CHF | 251,923 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,365 CHF | 251,365 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,911 CHF | 250,911 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,778 CHF | 250,778 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,698 CHF | 251,698 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,984 CHF | 251,984 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,606 CHF | 250,606 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,297 CHF | 251,297 CHF | 100.00% | 100.00% |
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