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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 | 0.79% | 101.35 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,679 CHF | 255,679 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.79% | 101.35 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,368 CHF | 255,368 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.78% | 101.57 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,809 CHF | 255,809 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.78% | 101.55 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,189 CHF | 256,189 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.78% | 100.89 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,226 CHF | 256,226 CHF | 6.07% | 6.07% |
| 13/11/2024 | 0.78% | 101.74 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,247 CHF | 256,247 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 101.78 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,909 CHF | 256,909 CHF | 98.70% | 98.70% |
| 11/11/2024 | 0.78% | 102.26 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,662 CHF | 257,662 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 102.00 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,331 CHF | 257,331 CHF | 16.84% | 16.84% |
| 07/11/2024 | 0.78% | 102.34 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,993 CHF | 257,993 CHF | 100.00% | 100.00% |
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