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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% | 98.82 % | 99.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,549 CHF | 249,549 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,531 CHF | 248,531 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,036 CHF | 249,036 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,643 CHF | 249,643 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,816 CHF | 249,816 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,677 CHF | 249,677 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,085 CHF | 250,085 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,611 CHF | 250,611 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,388 CHF | 250,388 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,087 CHF | 251,087 CHF | 100.00% | 100.00% |
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