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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 | 0.77% | 102.08 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,158 CHF | 259,158 CHF | 91.43% | 91.43% |
| 19/11/2024 | 0.78% | 102.65 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,609 CHF | 258,609 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.77% | 102.99 % | 103.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,326 CHF | 259,326 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.77% | 102.95 % | 103.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,768 CHF | 259,768 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 102.46 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,892 CHF | 259,892 CHF | 6.07% | 6.07% |
| 13/11/2024 | 0.77% | 103.20 % | 104.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,898 CHF | 259,898 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.77% | 103.25 % | 104.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,789 CHF | 260,789 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.77% | 103.91 % | 104.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,814 CHF | 261,814 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.77% | 103.56 % | 104.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,072 CHF | 261,072 CHF | 78.25% | 78.25% |
| 07/11/2024 | 0.77% | 103.99 % | 104.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,144 CHF | 262,144 CHF | 100.00% | 100.00% |
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