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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% | 105.32 % | 106.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,433 CHF | 265,558 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 105.33 % | 106.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,376 CHF | 265,501 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.80% | 105.37 % | 106.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,500 CHF | 265,625 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 105.44 % | 106.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,805 CHF | 265,930 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 105.66 % | 106.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,081 CHF | 266,206 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 105.64 % | 106.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,213 CHF | 266,338 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 105.68 % | 106.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,227 CHF | 266,352 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 105.79 % | 106.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,440 CHF | 266,565 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 105.64 % | 106.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,163 CHF | 266,288 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 105.77 % | 106.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,378 CHF | 266,503 CHF | 100.00% | 100.00% |
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