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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% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,943 CHF | 253,968 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,699 CHF | 253,724 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,072 CHF | 254,097 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,044 CHF | 254,069 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,081 CHF | 253,103 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,680 CHF | 252,698 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,902 CHF | 252,924 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,390 CHF | 253,415 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,523 CHF | 252,536 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,296 CHF | 252,305 CHF | 100.00% | 100.00% |
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