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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% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,002 CHF | 256,038 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,797 CHF | 253,821 CHF | 99.75% | 99.75% |
| 18/11/2024 | 0.80% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,973 CHF | 255,000 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,692 CHF | 255,730 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,278 CHF | 253,301 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,352 CHF | 254,378 CHF | 99.91% | 99.91% |
| 12/11/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,026 CHF | 256,069 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,091 CHF | 255,118 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,662 CHF | 252,676 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,004 CHF | 252,009 CHF | 100.00% | 100.00% |
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