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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% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,302 CHF | 250,302 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,793 CHF | 249,793 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,672 CHF | 250,672 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,601 CHF | 249,601 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.91 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,970 CHF | 248,970 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,965 CHF | 248,965 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.80% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,062 CHF | 250,062 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,341 CHF | 250,341 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,363 CHF | 249,363 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.80% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,928 CHF | 249,928 CHF | 100.00% | 100.00% |
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