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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% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,093 CHF | 257,143 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,803 CHF | 256,853 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,478 CHF | 257,528 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,758 CHF | 257,808 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,723 CHF | 256,773 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,190 CHF | 256,240 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,282 CHF | 257,332 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.52 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,725 CHF | 257,775 CHF | 99.94% | 99.94% |
| 08/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,372 CHF | 254,397 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,113 CHF | 255,138 CHF | 100.00% | 100.00% |
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