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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 | 0.79% | 102.00 % | 102.81 % | 500,000 | 100,000 | 500,000 | 100,000 | 510,000 CHF | 102,810 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 100,000 | 500,000 | 100,000 | 510,000 CHF | 102,810 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 100,000 | 500,000 | 100,000 | 510,000 CHF | 102,810 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 100,000 | 500,000 | 100,000 | 510,000 CHF | 102,810 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 100,000 | 500,000 | 100,000 | 510,000 CHF | 102,810 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 100,000 | 500,000 | 100,000 | 510,000 CHF | 102,810 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 100,000 | 500,000 | 100,000 | 510,000 CHF | 102,810 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 100,000 | 500,000 | 100,000 | 510,000 CHF | 102,810 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 101.90 % | 102.71 % | 500,000 | 100,000 | 500,000 | 100,000 | 509,500 CHF | 102,710 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 101.90 % | 102.71 % | 500,000 | 100,000 | 500,000 | 100,000 | 509,694 CHF | 102,749 CHF | 99.23% | 99.23% |
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