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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% | 102.80 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,603 CHF | 259,678 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 102.82 % | 103.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,126 CHF | 259,195 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 103.15 % | 103.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,732 CHF | 259,807 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.80% | 103.05 % | 103.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,648 CHF | 259,723 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 103.67 % | 104.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,215 CHF | 260,290 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.80% | 103.41 % | 104.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,603 CHF | 260,678 CHF | 99.89% | 99.89% |
| 12/11/2024 | 0.80% | 103.47 % | 104.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,194 CHF | 261,269 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 104.36 % | 105.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,994 CHF | 263,094 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 104.15 % | 104.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,580 CHF | 262,680 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.80% | 104.50 % | 105.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,622 CHF | 263,722 CHF | 99.99% | 99.99% |
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