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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% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,901 CHF | 257,951 CHF | 99.88% | 99.88% |
| 19/11/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,660 CHF | 256,709 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.80% | 102.61 % | 103.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,470 CHF | 258,525 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 102.51 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,400 CHF | 258,452 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,339 CHF | 256,388 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,335 CHF | 255,366 CHF | 99.76% | 99.76% |
| 12/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,636 CHF | 256,683 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.12 % | 102.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,192 CHF | 257,242 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,776 CHF | 255,815 CHF | 99.75% | 99.75% |
| 07/11/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,205 CHF | 256,253 CHF | 99.99% | 99.99% |
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