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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% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,083 CHF | 257,133 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,947 CHF | 256,997 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,073 CHF | 257,123 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,356 CHF | 257,406 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,392 CHF | 257,442 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,365 CHF | 257,415 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 102.20 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,579 CHF | 257,629 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,716 CHF | 257,766 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.19 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,423 CHF | 257,473 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,474 CHF | 257,524 CHF | 100.00% | 100.00% |
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