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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% | 101.08 % | 101.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,749 CHF | 255,792 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,736 CHF | 254,761 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,404 CHF | 253,429 CHF | 99.98% | 99.98% |
| 15/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,286 CHF | 254,311 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,363 CHF | 252,375 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,786 CHF | 254,813 CHF | 99.72% | 99.72% |
| 12/11/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,077 CHF | 256,122 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.28 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,829 CHF | 258,894 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,288 CHF | 260,364 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 104.00 % | 104.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,773 CHF | 260,851 CHF | 100.00% | 100.00% |
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