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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.80% | 103.64 % | 104.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,061 CHF | 261,136 CHF | 99.42% | 99.42% |
| 22/11/2024 | 0.80% | 103.60 % | 104.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,928 CHF | 261,003 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.80% | 103.47 % | 104.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,693 CHF | 260,768 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 103.45 % | 104.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,505 CHF | 260,580 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 103.38 % | 104.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,705 CHF | 260,780 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 103.42 % | 104.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,571 CHF | 260,646 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 103.43 % | 104.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,542 CHF | 260,617 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 103.33 % | 104.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,379 CHF | 260,454 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 103.02 % | 103.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,781 CHF | 259,856 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 103.22 % | 104.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,076 CHF | 260,151 CHF | 100.00% | 100.00% |
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