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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,352 CHF | 255,388 CHF | 99.29% | 99.29% |
| 22/11/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,512 CHF | 254,539 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,224 CHF | 251,228 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,813 CHF | 250,813 CHF | 99.75% | 99.75% |
| 18/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,462 CHF | 251,463 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,302 CHF | 254,324 CHF | 99.97% | 99.97% |
| 14/11/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,174 CHF | 257,224 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 102.48 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,269 CHF | 257,319 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,916 CHF | 259,991 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 103.41 % | 104.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,869 CHF | 260,944 CHF | 100.00% | 100.00% |
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