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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% | 103.97 % | 104.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,873 CHF | 261,951 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 103.97 % | 104.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,941 CHF | 262,037 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 103.94 % | 104.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,831 CHF | 261,906 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 103.95 % | 104.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,994 CHF | 262,089 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 103.99 % | 104.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,880 CHF | 261,960 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 103.91 % | 104.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,705 CHF | 261,780 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 103.91 % | 104.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,760 CHF | 261,835 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 103.91 % | 104.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,659 CHF | 261,734 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 103.80 % | 104.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,467 CHF | 261,542 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 103.78 % | 104.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,467 CHF | 261,542 CHF | 100.00% | 100.00% |
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