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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% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,039 CHF | 254,064 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,291 CHF | 253,315 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,036 CHF | 254,061 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.17 % | 101.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,244 CHF | 256,290 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 102.35 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,387 CHF | 257,437 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,216 CHF | 257,266 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 102.48 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,226 CHF | 259,298 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 103.08 % | 103.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,882 CHF | 259,957 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.34 % | 103.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,092 CHF | 258,146 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 103.01 % | 103.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,798 CHF | 258,863 CHF | 100.00% | 100.00% |
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