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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% | 105.06 % | 105.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,012 CHF | 265,126 CHF | 99.95% | 99.95% |
| 19/11/2024 | 0.80% | 104.91 % | 105.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,262 CHF | 264,364 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.80% | 104.98 % | 105.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,979 CHF | 264,079 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 104.40 % | 105.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,788 CHF | 262,888 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 104.37 % | 105.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,047 CHF | 262,137 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 104.21 % | 105.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,409 CHF | 262,509 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 103.95 % | 104.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,755 CHF | 262,854 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 104.83 % | 105.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,191 CHF | 264,291 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 104.24 % | 105.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,645 CHF | 262,745 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 104.50 % | 105.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,446 CHF | 263,546 CHF | 99.92% | 99.92% |
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