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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% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,400 CHF | 254,425 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,375 CHF | 254,400 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,225 CHF | 254,250 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.80 % | 101.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,967 CHF | 253,992 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,923 CHF | 253,948 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,770 CHF | 253,795 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,692 CHF | 253,717 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,878 CHF | 253,903 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,732 CHF | 253,757 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,817 CHF | 253,842 CHF | 100.00% | 100.00% |
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