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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% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,035 CHF | 250,035 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,377 CHF | 249,377 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,163 CHF | 250,163 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,784 CHF | 251,784 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,610 CHF | 252,628 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,327 CHF | 252,327 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,197 CHF | 253,222 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,365 CHF | 253,390 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,680 CHF | 252,705 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,778 CHF | 252,803 CHF | 100.00% | 100.00% |
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