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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.48% | 104.23 % | 104.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,574 CHF | 261,824 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.48% | 104.21 % | 104.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,486 CHF | 261,736 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.48% | 104.11 % | 104.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,425 CHF | 261,675 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 104.14 % | 104.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,294 CHF | 261,544 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.48% | 104.19 % | 104.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,460 CHF | 261,710 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.48% | 104.17 % | 104.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,424 CHF | 261,674 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 104.17 % | 104.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,407 CHF | 261,657 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.48% | 104.13 % | 104.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,360 CHF | 261,610 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 104.12 % | 104.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,360 CHF | 261,610 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.48% | 104.16 % | 104.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,414 CHF | 261,664 CHF | 100.00% | 100.00% |
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