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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% | 103.61 % | 104.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,325 CHF | 261,400 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.80% | 103.62 % | 104.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,139 CHF | 261,214 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 103.67 % | 104.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,846 CHF | 260,921 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 103.30 % | 104.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,236 CHF | 260,311 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 103.33 % | 104.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,797 CHF | 259,872 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 103.02 % | 103.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,591 CHF | 259,666 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 103.08 % | 103.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,094 CHF | 260,169 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 103.64 % | 104.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,159 CHF | 261,234 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 103.18 % | 104.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,024 CHF | 260,099 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 103.42 % | 104.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,693 CHF | 260,768 CHF | 100.00% | 100.00% |
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