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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% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,404 CHF | 254,429 CHF | 99.79% | 99.79% |
| 19/11/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,974 CHF | 253,999 CHF | 99.69% | 99.69% |
| 18/11/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,023 CHF | 255,048 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,664 CHF | 254,689 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,988 CHF | 254,013 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,654 CHF | 253,679 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,393 CHF | 254,418 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,611 CHF | 254,636 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,071 CHF | 253,093 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,379 CHF | 253,404 CHF | 99.96% | 99.96% |
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