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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% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,510 CHF | 252,526 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,855 CHF | 250,855 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,538 CHF | 252,551 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,604 CHF | 252,616 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,578 CHF | 252,591 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,158 CHF | 252,159 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,280 CHF | 253,303 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,437 CHF | 254,462 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,726 CHF | 253,751 CHF | 100.00% | 100.00% |
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