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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% | 110.74 % | 111.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,804 CHF | 279,029 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 110.38 % | 111.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,557 CHF | 278,779 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 110.04 % | 110.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,767 CHF | 274,961 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 108.25 % | 109.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,251 CHF | 272,424 CHF | 99.95% | 99.95% |
| 14/11/2024 | 0.80% | 108.14 % | 109.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,413 CHF | 270,570 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.80% | 108.47 % | 109.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,333 CHF | 274,525 CHF | 99.78% | 99.78% |
| 12/11/2024 | 0.80% | 108.71 % | 109.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,960 CHF | 275,150 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 109.96 % | 110.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,500 CHF | 281,742 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 112.56 % | 113.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,724 CHF | 283,982 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.80% | 112.74 % | 113.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,099 CHF | 283,353 CHF | 99.68% | 99.68% |
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