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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 | 0.98% | 101.00 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,178 CHF | 255,678 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.99% | 101.21 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,225 CHF | 254,725 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.99% | 101.17 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,176 CHF | 254,676 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.99% | 100.52 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,969 CHF | 254,469 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 101.78 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,040 CHF | 256,540 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.98% | 101.11 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,954 CHF | 255,454 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 101.43 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,092 CHF | 256,592 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.98% | 101.95 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,646 CHF | 257,146 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 101.61 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,159 CHF | 256,659 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.98% | 101.48 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,599 CHF | 256,099 CHF | 100.00% | 100.00% |
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