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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% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,752 CHF | 249,752 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,464 CHF | 249,464 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,468 CHF | 249,468 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,436 CHF | 249,436 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,628 CHF | 249,628 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,529 CHF | 249,529 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,849 CHF | 249,849 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,097 CHF | 251,097 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,834 CHF | 250,834 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,776 CHF | 250,776 CHF | 100.00% | 100.00% |
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