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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% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,847 CHF | 249,847 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,960 CHF | 248,960 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 235,000 | 250,000 | 246,268 | 247,762 CHF | 246,038 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,919 CHF | 249,919 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,565 CHF | 249,565 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,482 CHF | 249,482 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,066 CHF | 250,066 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,008 CHF | 251,008 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,780 CHF | 250,780 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,083 CHF | 251,083 CHF | 100.00% | 100.00% |
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