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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% | 104.68 % | 105.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,322 CHF | 264,422 CHF | 99.86% | 99.86% |
| 19/11/2024 | 0.80% | 104.64 % | 105.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,553 CHF | 263,653 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 105.08 % | 105.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,444 CHF | 264,544 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 105.03 % | 105.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,218 CHF | 265,334 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 105.88 % | 106.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,898 CHF | 266,023 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 105.36 % | 106.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,307 CHF | 265,427 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 105.38 % | 106.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,630 CHF | 266,755 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 106.49 % | 107.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,269 CHF | 268,418 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 105.94 % | 106.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,078 CHF | 267,203 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 106.56 % | 107.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,669 CHF | 268,818 CHF | 99.99% | 99.99% |
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