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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 | 0.49% | 101.40 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,666 CHF | 254,916 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 101.36 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,434 CHF | 254,684 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.49% | 101.44 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,462 CHF | 254,712 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.49% | 101.29 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,358 CHF | 254,608 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 101.40 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,385 CHF | 254,635 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 101.27 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,063 CHF | 254,313 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 101.06 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,105 CHF | 254,355 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.49% | 101.37 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,520 CHF | 254,770 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 101.24 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,379 CHF | 254,629 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.49% | 101.31 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,309 CHF | 254,559 CHF | 100.00% | 100.00% |
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