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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% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,799 CHF | 252,820 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,843 CHF | 252,863 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,319 CHF | 253,344 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,073 CHF | 253,098 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,991 CHF | 253,015 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,808 CHF | 251,808 CHF | 99.91% | 99.91% |
| 12/11/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,605 CHF | 252,622 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,536 CHF | 253,561 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,897 CHF | 252,917 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,412 CHF | 252,418 CHF | 100.00% | 100.00% |
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