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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 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,883 CHF | 511,383 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,953 CHF | 511,453 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,050 CHF | 510,550 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,441 CHF | 510,941 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,296 CHF | 510,796 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,464 CHF | 510,964 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,657 CHF | 511,157 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,992 CHF | 511,492 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,520 CHF | 511,020 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,916 CHF | 511,416 CHF | 99.23% | 99.23% |
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