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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 | 0.46% | 107.42 % | 107.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,522 CHF | 269,772 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 106.31 % | 106.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,222 CHF | 266,472 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.47% | 105.97 % | 106.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,898 CHF | 266,148 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.47% | 105.54 % | 106.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,990 CHF | 266,240 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.47% | 106.55 % | 107.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,732 CHF | 267,982 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.47% | 107.09 % | 107.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,355 CHF | 268,605 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.46% | 107.20 % | 107.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,207 CHF | 269,457 CHF | 95.89% | 95.89% |
| 11/11/2024 | 0.47% | 105.64 % | 106.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,094 CHF | 265,344 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 104.20 % | 104.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,966 CHF | 263,216 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.47% | 105.39 % | 105.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,361 CHF | 265,611 CHF | 100.00% | 100.00% |
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