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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% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,663 CHF | 252,678 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,932 CHF | 251,935 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.81% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,038 CHF | 249,038 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,855 CHF | 247,855 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,968 CHF | 246,968 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,105 CHF | 249,105 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.81% | 98.71 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,355 CHF | 249,355 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,281 CHF | 252,296 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,661 CHF | 252,680 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,028 CHF | 252,029 CHF | 99.67% | 99.67% |
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