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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% | 116.77 % | 117.71 % | 150,000 | 250,000 | 168,390 | 250,000 | 197,182 CHF | 295,047 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.80% | 116.28 % | 117.21 % | 236,000 | 250,000 | 236,050 | 250,000 | 274,806 CHF | 293,380 CHF | 99.69% | 99.69% |
| 18/11/2024 | 0.80% | 116.77 % | 117.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,317 CHF | 293,661 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 115.63 % | 116.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,678 CHF | 290,998 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 115.02 % | 115.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,403 CHF | 288,703 CHF | 99.92% | 99.92% |
| 13/11/2024 | 0.80% | 114.72 % | 115.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,548 CHF | 288,848 CHF | 99.87% | 99.87% |
| 12/11/2024 | 0.80% | 114.68 % | 115.60 % | 230,000 | 250,000 | 233,790 | 250,000 | 268,720 CHF | 289,654 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 115.73 % | 116.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,369 CHF | 291,694 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 115.21 % | 116.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,421 CHF | 289,726 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.80% | 115.38 % | 116.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,902 CHF | 291,225 CHF | 100.00% | 100.00% |
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