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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% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,054 CHF | 258,104 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,102 CHF | 256,152 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,454 CHF | 254,479 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,764 CHF | 256,814 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 102.22 % | 103.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,447 CHF | 257,497 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,645 CHF | 257,695 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,121 CHF | 257,171 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,435 CHF | 257,485 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.17 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,541 CHF | 257,591 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,660 CHF | 256,710 CHF | 100.00% | 100.00% |
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