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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% | 107.07 % | 107.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,140 CHF | 270,290 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 107.03 % | 107.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,757 CHF | 269,907 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.80% | 107.15 % | 108.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,515 CHF | 269,665 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 106.91 % | 107.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,363 CHF | 269,513 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 107.19 % | 108.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,233 CHF | 269,383 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 106.96 % | 107.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,315 CHF | 269,465 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 106.79 % | 107.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,652 CHF | 269,802 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 107.50 % | 108.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,775 CHF | 270,925 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 106.72 % | 107.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,065 CHF | 269,215 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 107.15 % | 108.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,015 CHF | 270,165 CHF | 100.00% | 100.00% |
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