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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% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,556 CHF | 249,556 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,562 CHF | 249,562 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,975 CHF | 249,975 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,608 CHF | 250,608 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,823 CHF | 251,823 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,214 CHF | 251,214 CHF | 99.78% | 99.78% |
| 12/11/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,468 CHF | 252,476 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,064 CHF | 253,089 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,474 CHF | 252,482 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,438 CHF | 252,442 CHF | 100.00% | 100.00% |
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