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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.80% | 104.22 % | 105.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,372 CHF | 262,472 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.80% | 103.66 % | 104.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,346 CHF | 261,421 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 103.60 % | 104.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,161 CHF | 261,236 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.80% | 103.84 % | 104.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,615 CHF | 261,690 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 103.95 % | 104.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,130 CHF | 262,224 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 104.28 % | 105.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,400 CHF | 262,500 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 104.08 % | 104.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,387 CHF | 262,487 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 104.16 % | 105.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,697 CHF | 262,797 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 104.42 % | 105.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,061 CHF | 263,161 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 104.13 % | 104.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,494 CHF | 262,594 CHF | 100.00% | 100.00% |
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