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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% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,321 CHF | 254,346 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,259 CHF | 254,284 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.80% | 101.09 % | 101.90 % | 246,000 | 250,000 | 249,152 | 250,000 | 251,951 CHF | 254,833 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,392 CHF | 255,420 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,023 CHF | 256,073 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,436 CHF | 256,486 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,412 CHF | 256,462 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.99 % | 102.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,954 CHF | 257,004 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,464 CHF | 256,514 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,957 CHF | 257,007 CHF | 100.00% | 100.00% |
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