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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% | 132.44 % | 133.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 331,100 CHF | 333,750 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 132.43 % | 133.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 331,075 CHF | 333,725 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 132.41 % | 133.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 331,025 CHF | 333,675 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 132.37 % | 133.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 330,925 CHF | 333,575 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 132.36 % | 133.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 330,900 CHF | 333,550 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 132.32 % | 133.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 330,814 CHF | 333,464 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 132.32 % | 133.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 330,800 CHF | 333,450 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 132.29 % | 133.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 330,725 CHF | 333,375 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 132.27 % | 133.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 330,686 CHF | 333,336 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 132.27 % | 133.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 330,640 CHF | 333,290 CHF | 100.00% | 100.00% |
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