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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% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,600 CHF | 257,650 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.99 % | 102.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,338 CHF | 257,388 CHF | 99.55% | 99.55% |
| 18/11/2024 | 0.80% | 102.35 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,244 CHF | 257,294 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,041 CHF | 256,090 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,203 CHF | 255,239 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,215 CHF | 255,240 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,024 CHF | 256,070 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.36 % | 103.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,156 CHF | 258,206 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.22 % | 102.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,293 CHF | 255,323 CHF | 99.95% | 99.95% |
| 07/11/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,727 CHF | 256,777 CHF | 100.00% | 100.00% |
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