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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% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,641 CHF | 253,666 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,189 CHF | 253,214 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,448 CHF | 253,473 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,128 CHF | 253,153 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,639 CHF | 252,661 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,428 CHF | 252,436 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,794 CHF | 252,816 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,052 CHF | 253,077 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,641 CHF | 252,661 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,614 CHF | 252,629 CHF | 100.00% | 100.00% |
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