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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% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,285 CHF | 256,335 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,337 CHF | 255,367 CHF | 99.80% | 99.80% |
| 18/11/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,809 CHF | 255,851 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,816 CHF | 255,861 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,652 CHF | 254,677 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,526 CHF | 255,564 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.82 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,589 CHF | 256,639 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,261 CHF | 256,311 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,920 CHF | 255,970 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.60 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,834 CHF | 255,880 CHF | 100.00% | 100.00% |
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