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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 | 0.70% | 99.34 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,056 CHF | 250,806 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 99.17 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,597 CHF | 249,347 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.70% | 99.59 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,681 CHF | 250,431 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.70% | 99.75 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,719 CHF | 251,469 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 100.00 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,551 CHF | 251,301 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 99.43 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,672 CHF | 250,422 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 99.66 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,106 CHF | 251,856 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.70% | 100.10 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,609 CHF | 252,359 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 100.13 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,323 CHF | 252,073 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.70% | 100.23 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,318 CHF | 252,068 CHF | 100.00% | 100.00% |
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