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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% | 99.13 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,378 CHF | 250,378 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,034 CHF | 249,034 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,121 CHF | 250,121 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,072 CHF | 251,072 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,624 CHF | 250,624 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,426 CHF | 249,426 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,425 CHF | 251,425 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,848 CHF | 251,848 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,650 CHF | 250,650 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,261 CHF | 251,261 CHF | 100.00% | 100.00% |
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