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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% | 102.52 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,582 CHF | 258,636 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,094 CHF | 258,144 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 102.64 % | 103.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,958 CHF | 259,023 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 103.13 % | 103.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,763 CHF | 259,838 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 102.98 % | 103.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,008 CHF | 260,083 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 103.38 % | 104.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,127 CHF | 260,202 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 102.40 % | 103.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,067 CHF | 259,139 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 103.20 % | 104.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,940 CHF | 260,015 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.87 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,954 CHF | 259,025 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,354 CHF | 258,407 CHF | 100.00% | 100.00% |
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