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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% | 101.77 % | 102.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,603 CHF | 256,653 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,555 CHF | 256,605 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,521 CHF | 256,571 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,041 CHF | 256,091 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,699 CHF | 255,743 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.47 % | 102.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,709 CHF | 255,753 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,862 CHF | 255,911 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,326 CHF | 256,376 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,761 CHF | 255,807 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.59 % | 102.41 % | 235,000 | 250,000 | 248,097 | 250,000 | 252,136 CHF | 256,120 CHF | 100.00% | 100.00% |
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