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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 | 0.49% | 102.14 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,439 CHF | 256,689 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 102.15 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,228 CHF | 256,478 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.49% | 102.18 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,452 CHF | 256,702 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.49% | 102.25 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,776 CHF | 257,026 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 102.29 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,631 CHF | 256,881 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 102.14 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,412 CHF | 256,662 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 102.20 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,538 CHF | 256,788 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.49% | 102.27 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,841 CHF | 257,091 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 102.34 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,746 CHF | 256,996 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.49% | 102.16 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,393 CHF | 256,643 CHF | 100.00% | 100.00% |
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