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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% | 104.02 % | 104.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,325 CHF | 262,425 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 104.02 % | 104.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,152 CHF | 262,249 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 104.09 % | 104.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,859 CHF | 261,942 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 103.70 % | 104.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,234 CHF | 261,309 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 103.72 % | 104.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,766 CHF | 260,841 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 103.40 % | 104.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,549 CHF | 260,624 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 103.46 % | 104.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,057 CHF | 261,132 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 104.03 % | 104.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,150 CHF | 262,250 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 103.52 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,002 CHF | 261,077 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 103.81 % | 104.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,683 CHF | 261,760 CHF | 100.00% | 100.00% |
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