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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% | 105.58 % | 106.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,234 CHF | 266,360 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 105.66 % | 106.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,088 CHF | 266,212 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 105.74 % | 106.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,162 CHF | 266,287 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 105.67 % | 106.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,595 CHF | 266,720 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 105.98 % | 106.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,757 CHF | 266,882 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 105.73 % | 106.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,258 CHF | 266,383 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.80% | 105.80 % | 106.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,671 CHF | 266,796 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 105.96 % | 106.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,880 CHF | 267,005 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 105.75 % | 106.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,296 CHF | 266,421 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 105.84 % | 106.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,478 CHF | 266,603 CHF | 100.00% | 100.00% |
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