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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,555 CHF | 256,605 CHF | 99.71% | 99.71% |
| 22/11/2024 | 0.80% | 101.80 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,487 CHF | 256,537 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,215 CHF | 256,265 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,129 CHF | 256,179 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,070 CHF | 256,120 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,019 CHF | 256,069 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,094 CHF | 256,144 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,821 CHF | 255,871 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,765 CHF | 255,812 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,805 CHF | 255,855 CHF | 100.00% | 100.00% |
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