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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 | 0.48% | 102.69 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,553 CHF | 258,803 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 103.34 % | 103.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,979 CHF | 259,229 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.48% | 103.64 % | 104.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,627 CHF | 258,877 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.48% | 103.17 % | 103.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,082 CHF | 260,332 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 103.94 % | 104.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,772 CHF | 261,022 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.48% | 104.14 % | 104.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,570 CHF | 259,820 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 103.51 % | 104.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,427 CHF | 261,677 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.48% | 104.52 % | 105.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,210 CHF | 261,460 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 103.65 % | 104.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,686 CHF | 260,936 CHF | 99.82% | 99.82% |
| 07/11/2024 | 0.48% | 104.25 % | 104.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,009 CHF | 262,259 CHF | 100.00% | 100.00% |
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