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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,296 CHF | 255,322 CHF | 99.23% | 99.23% |
| 22/11/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,399 CHF | 252,409 CHF | 99.82% | 99.82% |
| 20/11/2024 | 0.80% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,070 CHF | 251,070 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,017 CHF | 250,017 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.80% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,411 CHF | 251,412 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,819 CHF | 254,844 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,363 CHF | 255,392 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,327 CHF | 254,352 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,967 CHF | 256,014 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,924 CHF | 253,949 CHF | 100.00% | 100.00% |
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