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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% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,890 CHF | 255,940 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,047 CHF | 256,097 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,216 CHF | 256,266 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,606 CHF | 255,636 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,905 CHF | 254,930 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,400 CHF | 254,426 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,541 CHF | 254,566 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,043 CHF | 255,068 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,128 CHF | 255,157 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,829 CHF | 255,873 CHF | 100.00% | 100.00% |
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