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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% | 106.80 % | 107.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,535 CHF | 270,685 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.80% | 107.43 % | 108.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,823 CHF | 270,974 CHF | 99.53% | 99.53% |
| 18/11/2024 | 0.80% | 107.73 % | 108.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,576 CHF | 270,727 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 107.46 % | 108.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,989 CHF | 270,139 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 106.74 % | 107.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,958 CHF | 270,108 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 107.84 % | 108.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,923 CHF | 272,097 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.80% | 108.25 % | 109.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,436 CHF | 273,614 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 108.81 % | 109.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,431 CHF | 274,616 CHF | 21.17% | 21.17% |
| 08/11/2024 | 0.80% | 107.76 % | 108.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,391 CHF | 270,546 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 107.41 % | 108.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,104 CHF | 268,239 CHF | 99.93% | 99.93% |
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