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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 | 0.69% | 100.49 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,314 CHF | 253,064 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 100.15 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,267 CHF | 252,017 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.69% | 100.54 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,297 CHF | 253,047 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.69% | 100.65 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,853 CHF | 253,603 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 100.90 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,646 CHF | 253,396 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 100.48 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,602 CHF | 252,352 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 100.65 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,050 CHF | 253,800 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.69% | 100.93 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,193 CHF | 253,943 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 100.55 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,574 CHF | 253,324 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.69% | 100.67 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,676 CHF | 253,426 CHF | 100.00% | 100.00% |
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