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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 | 1.00% | 99.45 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,251 CHF | 251,751 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 99.37 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,368 CHF | 250,868 CHF | 89.37% | 89.37% |
| 18/11/2024 | 1.00% | 99.57 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,035 CHF | 251,535 CHF | 99.67% | 99.67% |
| 15/11/2024 | 1.00% | 99.48 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,017 CHF | 251,517 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 99.55 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,324 CHF | 250,824 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.01 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,609 CHF | 250,109 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 99.26 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,293 CHF | 251,793 CHF | 98.73% | 98.73% |
| 11/11/2024 | 1.00% | 99.83 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,406 CHF | 251,906 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 99.37 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,954 CHF | 251,454 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.99% | 100.26 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,019 CHF | 253,519 CHF | 100.00% | 100.00% |
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