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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% | 102.73 % | 103.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,913 CHF | 259,413 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.97% | 102.69 % | 103.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,525 CHF | 259,025 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.97% | 102.64 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,359 CHF | 258,859 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.97% | 102.64 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,421 CHF | 259,921 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 103.40 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,147 CHF | 260,647 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 103.15 % | 104.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,765 CHF | 260,265 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.96% | 103.31 % | 104.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,837 CHF | 261,337 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.96% | 103.64 % | 104.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,200 CHF | 261,700 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.96% | 103.23 % | 104.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,089 CHF | 260,589 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.96% | 103.44 % | 104.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,453 CHF | 260,953 CHF | 100.00% | 100.00% |
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