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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% | 104.76 % | 105.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,919 CHF | 264,019 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 104.64 % | 105.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,652 CHF | 263,752 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 104.74 % | 105.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,922 CHF | 264,022 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 104.82 % | 105.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,189 CHF | 264,289 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 104.95 % | 105.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,302 CHF | 264,402 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 104.84 % | 105.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,026 CHF | 264,126 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 104.87 % | 105.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,208 CHF | 264,308 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 104.93 % | 105.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,297 CHF | 264,397 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 104.79 % | 105.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,966 CHF | 264,066 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 104.84 % | 105.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,015 CHF | 264,115 CHF | 100.00% | 100.00% |
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