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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% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,774 CHF | 250,774 CHF | 99.84% | 99.84% |
| 19/11/2024 | 0.81% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,248 CHF | 249,248 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,591 CHF | 250,591 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,942 CHF | 250,942 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,112 CHF | 250,112 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,774 CHF | 251,786 CHF | 99.96% | 99.96% |
| 12/11/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,465 CHF | 253,490 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,914 CHF | 253,939 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,271 CHF | 251,271 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,717 CHF | 249,717 CHF | 99.95% | 99.95% |
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