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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% | 106.98 % | 107.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,745 CHF | 269,895 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 107.04 % | 107.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,553 CHF | 269,703 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 107.13 % | 107.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,647 CHF | 269,797 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 107.09 % | 107.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,081 CHF | 270,231 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 107.36 % | 108.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,221 CHF | 270,371 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 107.15 % | 108.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,723 CHF | 269,873 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 107.18 % | 108.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,158 CHF | 270,308 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 107.35 % | 108.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,341 CHF | 270,491 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 107.13 % | 107.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,734 CHF | 269,884 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 107.19 % | 108.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,875 CHF | 270,025 CHF | 100.00% | 100.00% |
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