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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% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,618 CHF | 259,690 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 102.82 % | 103.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,207 CHF | 259,274 CHF | 99.80% | 99.80% |
| 18/11/2024 | 0.80% | 103.99 % | 104.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,220 CHF | 262,311 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 104.45 % | 105.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,553 CHF | 264,663 CHF | 99.95% | 99.95% |
| 14/11/2024 | 0.80% | 106.39 % | 107.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,644 CHF | 266,766 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 105.34 % | 106.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,121 CHF | 266,243 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 105.71 % | 106.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,903 CHF | 268,039 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 108.42 % | 109.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,844 CHF | 272,013 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 107.22 % | 108.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,804 CHF | 270,962 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.80% | 109.21 % | 110.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,424 CHF | 275,621 CHF | 99.99% | 99.99% |
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