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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% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,801 CHF | 249,801 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,148 CHF | 249,148 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.81% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,311 CHF | 249,311 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,791 CHF | 249,791 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,137 CHF | 250,137 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,062 CHF | 250,062 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,847 CHF | 250,847 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,344 CHF | 251,344 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,853 CHF | 250,853 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,089 CHF | 251,089 CHF | 100.00% | 100.00% |
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