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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% | 109.12 % | 110.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,911 CHF | 277,120 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.80% | 108.86 % | 109.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,978 CHF | 275,172 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.80% | 109.54 % | 110.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,191 CHF | 274,376 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 108.66 % | 109.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,382 CHF | 272,556 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.80% | 107.61 % | 108.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,740 CHF | 268,881 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 105.48 % | 106.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,168 CHF | 265,284 CHF | 99.92% | 99.92% |
| 12/11/2024 | 0.80% | 103.92 % | 104.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,844 CHF | 264,955 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.80% | 107.15 % | 108.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,294 CHF | 269,444 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 104.77 % | 105.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,485 CHF | 264,589 CHF | 99.96% | 99.96% |
| 07/11/2024 | 0.80% | 106.44 % | 107.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,223 CHF | 269,372 CHF | 100.00% | 100.00% |
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