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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% | 106.81 % | 107.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,535 CHF | 269,685 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 106.69 % | 107.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,159 CHF | 269,309 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 106.82 % | 107.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,559 CHF | 268,709 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 106.43 % | 107.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,705 CHF | 267,832 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 106.36 % | 107.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,839 CHF | 266,964 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.80% | 106.00 % | 106.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,776 CHF | 266,901 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.80% | 105.77 % | 106.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,308 CHF | 267,433 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 106.72 % | 107.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,793 CHF | 268,943 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 105.99 % | 106.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,110 CHF | 267,235 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 106.45 % | 107.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,194 CHF | 268,336 CHF | 99.96% | 99.96% |
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