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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% | 103.51 % | 104.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,682 CHF | 261,765 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.80% | 103.56 % | 104.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,996 CHF | 262,086 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.80% | 105.40 % | 106.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,362 CHF | 265,483 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 105.58 % | 106.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,051 CHF | 267,176 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 107.54 % | 108.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,510 CHF | 269,660 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 106.52 % | 107.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,921 CHF | 268,054 CHF | 99.82% | 99.82% |
| 12/11/2024 | 0.80% | 107.28 % | 108.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,692 CHF | 271,863 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 109.20 % | 110.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,915 CHF | 276,115 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 108.35 % | 109.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,155 CHF | 273,333 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 109.06 % | 109.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,963 CHF | 276,162 CHF | 99.99% | 99.99% |
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