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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 | 0.95% | 104.80 % | 105.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,000 CHF | 264,500 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 104.79 % | 105.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,991 CHF | 264,491 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.95% | 104.78 % | 105.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,950 CHF | 264,450 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 104.79 % | 105.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,026 CHF | 264,526 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 104.80 % | 105.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,980 CHF | 264,480 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.95% | 104.77 % | 105.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,889 CHF | 264,389 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.95% | 104.78 % | 105.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,933 CHF | 264,433 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.95% | 104.76 % | 105.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,897 CHF | 264,397 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 104.75 % | 105.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,826 CHF | 264,326 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.95% | 104.73 % | 105.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,891 CHF | 264,391 CHF | 100.00% | 100.00% |
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