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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 26/11/2024 | 0.80% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,009 CHF | 259,083 CHF | 100.00% | 100.00% |
| 25/11/2024 | 0.80% | 103.00 % | 103.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,091 CHF | 259,166 CHF | 99.68% | 99.68% |
| 22/11/2024 | 0.80% | 102.63 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,292 CHF | 257,342 CHF | 99.99% | 99.99% |
| 20/11/2024 | 0.80% | 101.77 % | 102.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,453 CHF | 257,503 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 102.30 % | 103.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,856 CHF | 257,906 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.80% | 102.36 % | 103.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,480 CHF | 257,530 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,917 CHF | 256,967 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 102.14 % | 102.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,309 CHF | 257,359 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,410 CHF | 257,460 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 102.03 % | 102.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,999 CHF | 257,049 CHF | 100.00% | 100.00% |
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