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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% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,015 CHF | 255,040 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.22 % | 102.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,972 CHF | 254,997 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,795 CHF | 254,820 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,427 CHF | 254,452 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,500 CHF | 254,525 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,651 CHF | 254,676 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,433 CHF | 254,458 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,480 CHF | 254,505 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,099 CHF | 254,124 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,082 CHF | 254,107 CHF | 100.00% | 100.00% |
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