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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% | 111.48 % | 112.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,953 CHF | 282,200 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 110.67 % | 111.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,899 CHF | 280,132 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.80% | 109.92 % | 110.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,767 CHF | 273,950 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 106.37 % | 107.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,608 CHF | 266,733 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 105.57 % | 106.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,492 CHF | 261,578 CHF | 99.72% | 99.72% |
| 13/11/2024 | 0.80% | 105.16 % | 106.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,365 CHF | 264,473 CHF | 99.92% | 99.92% |
| 12/11/2024 | 0.80% | 104.06 % | 104.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,861 CHF | 265,982 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.80% | 107.12 % | 107.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,644 CHF | 271,812 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,885 CHF | 256,935 CHF | 99.98% | 99.98% |
| 07/11/2024 | 0.80% | 103.38 % | 104.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,336 CHF | 260,410 CHF | 99.92% | 99.92% |
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