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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% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,254 CHF | 255,285 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,630 CHF | 254,655 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,288 CHF | 256,338 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,913 CHF | 256,963 CHF | 99.97% | 99.97% |
| 14/11/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,955 CHF | 256,001 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,265 CHF | 256,306 CHF | 99.92% | 99.92% |
| 12/11/2024 | 0.80% | 101.75 % | 102.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,118 CHF | 257,168 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.52 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,231 CHF | 258,281 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,038 CHF | 258,091 CHF | 99.96% | 99.96% |
| 07/11/2024 | 0.80% | 102.80 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,727 CHF | 258,793 CHF | 99.91% | 99.91% |
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