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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% | 115.63 % | 116.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,505 CHF | 291,830 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 115.54 % | 116.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,982 CHF | 291,307 CHF | 99.71% | 99.71% |
| 18/11/2024 | 0.80% | 115.84 % | 116.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,645 CHF | 291,970 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 116.01 % | 116.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,448 CHF | 292,773 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 116.27 % | 117.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,283 CHF | 292,608 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 115.78 % | 116.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,453 CHF | 291,778 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 115.91 % | 116.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,402 CHF | 292,728 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 116.46 % | 117.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,084 CHF | 293,428 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 116.18 % | 117.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,379 CHF | 292,704 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 116.30 % | 117.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,595 CHF | 292,920 CHF | 100.00% | 100.00% |
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