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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% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,075 CHF | 256,125 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,075 CHF | 256,125 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,050 CHF | 256,100 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,589 CHF | 255,616 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,641 CHF | 255,679 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,157 CHF | 255,182 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,093 CHF | 255,118 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.31 % | 102.12 % | 240,000 | 250,000 | 243,177 | 250,000 | 245,832 CHF | 254,756 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,334 CHF | 258,384 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 102.58 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,343 CHF | 254,366 CHF | 99.94% | 99.94% |
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