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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,027 CHF | 252,036 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,997 CHF | 250,997 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,829 CHF | 250,829 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,071 CHF | 250,071 CHF | 99.92% | 99.92% |
| 07/11/2024 | 0.80% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,742 CHF | 250,742 CHF | 99.99% | 99.99% |
| 06/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,605 CHF | 249,605 CHF | 98.75% | 98.75% |
| 05/11/2024 | 0.82% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,947 CHF | 245,947 CHF | 100.00% | 100.00% |
| 04/11/2024 | 0.82% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,114 CHF | 246,114 CHF | 100.00% | 100.00% |
| 01/11/2024 | 0.81% | 98.00 % | 98.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,912 CHF | 246,912 CHF | 100.00% | 100.00% |
| 31/10/2024 | 0.82% | 97.84 % | 98.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,222 CHF | 246,222 CHF | 100.00% | 100.00% |
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