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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% | 101.61 % | 102.43 % | 220,000 | 250,000 | 243,095 | 250,000 | 246,917 CHF | 255,979 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,530 CHF | 254,555 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,181 CHF | 254,206 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,688 CHF | 253,713 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,106 CHF | 255,131 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,238 CHF | 255,266 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,563 CHF | 255,604 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,224 CHF | 252,228 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,036 CHF | 251,036 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,915 CHF | 252,937 CHF | 100.00% | 100.00% |
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