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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% | 102.93 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,605 CHF | 259,680 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 103.01 % | 103.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,480 CHF | 259,555 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.80% | 103.31 % | 104.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,187 CHF | 260,262 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 103.10 % | 103.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,860 CHF | 259,935 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 103.13 % | 103.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,709 CHF | 259,784 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 102.96 % | 103.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,565 CHF | 259,640 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.80% | 102.99 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,910 CHF | 259,985 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 103.34 % | 104.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,112 CHF | 260,187 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.93 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,233 CHF | 259,305 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,263 CHF | 259,338 CHF | 100.00% | 100.00% |
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