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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% | 103.27 % | 104.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,638 CHF | 261,720 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.80% | 103.85 % | 104.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,959 CHF | 262,047 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.80% | 104.02 % | 104.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,297 CHF | 261,373 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 103.60 % | 104.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,181 CHF | 260,256 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 102.67 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,155 CHF | 260,228 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.80% | 103.84 % | 104.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,839 CHF | 261,922 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.80% | 103.73 % | 104.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,622 CHF | 261,705 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 104.15 % | 104.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,817 CHF | 262,917 CHF | 21.17% | 21.17% |
| 08/11/2024 | 0.80% | 103.06 % | 103.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,152 CHF | 258,207 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.80% | 102.25 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,483 CHF | 254,512 CHF | 99.97% | 99.97% |
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