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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% | 101.55 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,427 CHF | 256,477 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,109 CHF | 256,157 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,264 CHF | 257,314 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,516 CHF | 257,566 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 102.62 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,439 CHF | 258,492 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,493 CHF | 258,543 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,455 CHF | 258,505 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.87 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,229 CHF | 259,304 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,375 CHF | 258,425 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.80% | 102.63 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,651 CHF | 258,710 CHF | 100.00% | 100.00% |
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