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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% | 104.87 % | 105.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,175 CHF | 264,275 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 104.87 % | 105.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,175 CHF | 264,275 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 104.86 % | 105.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,132 CHF | 264,232 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 104.84 % | 105.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,933 CHF | 264,033 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 104.76 % | 105.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,884 CHF | 263,984 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 104.71 % | 105.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,801 CHF | 263,901 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 104.66 % | 105.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,654 CHF | 263,754 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 104.65 % | 105.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,766 CHF | 263,866 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 104.64 % | 105.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,600 CHF | 263,700 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 104.61 % | 105.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,393 CHF | 263,493 CHF | 100.00% | 100.00% |
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