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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 | 0.69% | 101.70 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,147 CHF | 255,897 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 101.54 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,197 CHF | 255,947 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.68% | 102.44 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,820 CHF | 257,570 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.68% | 102.25 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,602 CHF | 258,352 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.68% | 102.62 % | 103.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,301 CHF | 258,051 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.68% | 102.59 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,660 CHF | 257,410 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.68% | 101.90 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,076 CHF | 256,826 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.68% | 102.42 % | 103.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,706 CHF | 257,456 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 101.84 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,966 CHF | 256,716 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.68% | 101.98 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,215 CHF | 256,965 CHF | 100.00% | 100.00% |
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