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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 | 0.80% | 101.62 % | 102.44 % | 230,000 | 250,000 | 230,075 | 250,000 | 233,970 CHF | 256,282 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,040 CHF | 256,090 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,455 CHF | 256,504 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,356 CHF | 255,383 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,985 CHF | 256,034 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,291 CHF | 256,341 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,982 CHF | 256,028 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,420 CHF | 256,467 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,767 CHF | 254,793 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,412 CHF | 253,437 CHF | 99.99% | 99.99% |
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