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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/11/2024 | 0.80% | 116.64 % | 117.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,238 CHF | 293,579 CHF | 100.00% | 100.00% |
| 27/11/2024 | 0.80% | 116.30 % | 117.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,922 CHF | 291,243 CHF | 99.99% | 99.99% |
| 26/11/2024 | 0.80% | 115.82 % | 116.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,899 CHF | 292,225 CHF | 100.00% | 100.00% |
| 25/11/2024 | 0.80% | 115.87 % | 116.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,898 CHF | 291,220 CHF | 99.57% | 99.57% |
| 22/11/2024 | 0.80% | 115.99 % | 116.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,649 CHF | 289,957 CHF | 99.98% | 99.98% |
| 20/11/2024 | 0.80% | 109.12 % | 110.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,911 CHF | 277,120 CHF | 99.91% | 99.91% |
| 19/11/2024 | 0.80% | 108.86 % | 109.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,978 CHF | 275,172 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.80% | 109.54 % | 110.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,191 CHF | 274,376 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 108.66 % | 109.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,382 CHF | 272,556 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.80% | 107.61 % | 108.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,740 CHF | 268,881 CHF | 100.00% | 100.00% |
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