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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% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,970 CHF | 250,970 CHF | 99.85% | 99.85% |
| 19/11/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,025 CHF | 250,025 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,455 CHF | 251,455 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,388 CHF | 252,393 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,139 CHF | 253,164 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,110 CHF | 252,122 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,448 CHF | 253,472 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,107 CHF | 254,132 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,785 CHF | 252,802 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,445 CHF | 253,469 CHF | 99.99% | 99.99% |
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