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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 | 0.97% | 102.42 % | 103.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,308 CHF | 258,808 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.97% | 102.50 % | 103.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,246 CHF | 258,746 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.97% | 102.68 % | 103.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,625 CHF | 259,125 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.97% | 102.70 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,911 CHF | 259,411 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 102.84 % | 103.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,774 CHF | 259,274 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 102.57 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,387 CHF | 258,887 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.97% | 102.53 % | 103.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,684 CHF | 259,184 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.97% | 103.00 % | 104.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,252 CHF | 259,752 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.97% | 102.70 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,838 CHF | 259,338 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.97% | 103.07 % | 104.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,755 CHF | 260,255 CHF | 100.00% | 100.00% |
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