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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% | 104.30 % | 105.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,109 CHF | 263,209 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.80% | 104.32 % | 105.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,874 CHF | 262,974 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 104.46 % | 105.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,871 CHF | 262,971 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 104.27 % | 105.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,835 CHF | 262,935 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 104.49 % | 105.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,668 CHF | 262,768 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 104.26 % | 105.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,606 CHF | 262,706 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 104.20 % | 105.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,914 CHF | 263,014 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.80% | 104.70 % | 105.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,789 CHF | 263,889 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 104.20 % | 105.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,588 CHF | 262,688 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 104.50 % | 105.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,328 CHF | 263,428 CHF | 99.95% | 99.95% |
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