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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% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,459 CHF | 253,484 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,676 CHF | 252,689 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,804 CHF | 252,829 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,301 CHF | 252,305 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,993 CHF | 251,994 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,263 CHF | 252,263 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,490 CHF | 252,503 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,420 CHF | 253,445 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,355 CHF | 253,380 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,839 CHF | 253,864 CHF | 100.00% | 100.00% |
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