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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% | 104.06 % | 104.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,074 CHF | 263,174 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 104.10 % | 104.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,677 CHF | 262,777 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 105.22 % | 106.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,085 CHF | 265,199 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 105.12 % | 105.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,696 CHF | 265,817 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 106.46 % | 107.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,467 CHF | 267,598 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 105.99 % | 106.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,197 CHF | 267,322 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.80% | 106.00 % | 106.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,501 CHF | 267,626 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 106.82 % | 107.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,239 CHF | 269,389 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 106.42 % | 107.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,524 CHF | 268,673 CHF | 99.87% | 99.87% |
| 07/11/2024 | 0.80% | 106.83 % | 107.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,280 CHF | 269,430 CHF | 99.98% | 99.98% |
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