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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% | 134.57 % | 135.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 336,498 CHF | 339,198 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 134.19 % | 135.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 335,210 CHF | 337,909 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 134.09 % | 135.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 335,105 CHF | 337,801 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 133.64 % | 134.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,120 CHF | 339,830 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 136.08 % | 137.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 340,415 CHF | 343,140 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 136.24 % | 137.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 340,074 CHF | 342,799 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 136.39 % | 137.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 340,767 CHF | 343,504 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 136.15 % | 137.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 340,555 CHF | 343,281 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 135.93 % | 137.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 339,496 CHF | 342,221 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 135.85 % | 136.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 338,888 CHF | 341,610 CHF | 100.00% | 100.00% |
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