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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% | 102.08 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,655 CHF | 256,905 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 101.97 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,025 CHF | 256,275 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.49% | 102.60 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,336 CHF | 257,586 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.49% | 102.60 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,919 CHF | 258,169 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 102.74 % | 103.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,365 CHF | 257,615 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 102.36 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,579 CHF | 256,829 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 101.91 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,275 CHF | 257,525 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.48% | 103.07 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,963 CHF | 259,213 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 102.85 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,957 CHF | 259,207 CHF | 99.82% | 99.82% |
| 07/11/2024 | 0.48% | 103.64 % | 104.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,254 CHF | 260,504 CHF | 100.00% | 100.00% |
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