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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% | 106.27 % | 107.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,981 CHF | 268,112 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 106.04 % | 106.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,050 CHF | 267,175 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.80% | 106.23 % | 107.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,471 CHF | 267,596 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 106.32 % | 107.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,298 CHF | 268,442 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 106.85 % | 107.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,984 CHF | 269,134 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 106.70 % | 107.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,904 CHF | 269,054 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 106.87 % | 107.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,762 CHF | 269,912 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 107.33 % | 108.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,321 CHF | 270,471 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 106.95 % | 107.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,305 CHF | 269,455 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 107.03 % | 107.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,651 CHF | 269,801 CHF | 100.00% | 100.00% |
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