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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% | 102.88 % | 103.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,200 CHF | 259,275 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 102.87 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,175 CHF | 259,250 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 102.87 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,133 CHF | 259,208 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 102.86 % | 103.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,218 CHF | 259,293 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 102.85 % | 103.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,125 CHF | 259,200 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,032 CHF | 259,107 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,114 CHF | 259,189 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,026 CHF | 259,101 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.80 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,023 CHF | 259,098 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 102.78 % | 103.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,936 CHF | 259,011 CHF | 100.00% | 100.00% |
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