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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% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,654 CHF | 254,679 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,705 CHF | 254,730 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,741 CHF | 254,766 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.08 % | 101.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,908 CHF | 254,933 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,838 CHF | 254,862 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,602 CHF | 254,627 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,750 CHF | 254,775 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,866 CHF | 254,891 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.08 % | 101.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,728 CHF | 254,753 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,857 CHF | 254,882 CHF | 100.00% | 100.00% |
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