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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% | 101.72 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,198 CHF | 255,948 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 101.57 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,312 CHF | 256,062 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.68% | 102.52 % | 103.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,079 CHF | 257,829 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.68% | 102.37 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,970 CHF | 258,720 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.68% | 102.71 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,491 CHF | 258,241 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.68% | 102.70 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,849 CHF | 257,599 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.68% | 102.03 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,460 CHF | 257,210 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.68% | 102.63 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,203 CHF | 257,953 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 101.93 % | 102.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,284 CHF | 257,034 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.68% | 102.16 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,711 CHF | 257,461 CHF | 100.00% | 100.00% |
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