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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% | 101.86 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,646 CHF | 255,896 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 101.82 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,549 CHF | 255,799 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.49% | 101.86 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,520 CHF | 255,770 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.49% | 101.75 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,391 CHF | 255,641 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 101.77 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,382 CHF | 255,632 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 101.71 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,284 CHF | 255,534 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 101.75 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,428 CHF | 255,678 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.49% | 101.78 % | 102.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,417 CHF | 255,667 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 101.73 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,366 CHF | 255,616 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.49% | 101.77 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,426 CHF | 255,676 CHF | 100.00% | 100.00% |
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