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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 | 0.78% | 101.98 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,262 CHF | 257,262 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.78% | 101.97 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,888 CHF | 256,888 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.78% | 102.22 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,426 CHF | 257,426 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.78% | 102.19 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,808 CHF | 257,808 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.78% | 101.79 % | 102.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,880 CHF | 257,880 CHF | 6.07% | 6.07% |
| 13/11/2024 | 0.78% | 102.39 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,874 CHF | 257,874 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 102.43 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,599 CHF | 258,599 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.77% | 102.96 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,433 CHF | 259,433 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 102.68 % | 103.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,860 CHF | 258,860 CHF | 86.60% | 86.60% |
| 07/11/2024 | 0.77% | 103.03 % | 103.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,731 CHF | 259,731 CHF | 100.00% | 100.00% |
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