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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% | 104.44 % | 105.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,466 CHF | 263,566 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 104.37 % | 105.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,893 CHF | 262,993 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.80% | 104.70 % | 105.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,005 CHF | 264,108 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 105.19 % | 106.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,100 CHF | 265,221 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 105.13 % | 105.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,138 CHF | 265,255 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 105.50 % | 106.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,295 CHF | 265,417 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 104.52 % | 105.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,625 CHF | 264,730 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 105.44 % | 106.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,509 CHF | 265,634 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 105.04 % | 105.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,395 CHF | 264,495 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 104.83 % | 105.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,826 CHF | 263,926 CHF | 100.00% | 100.00% |
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