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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% | 101.99 % | 102.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,111 CHF | 257,161 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,810 CHF | 256,860 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,389 CHF | 256,439 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,034 CHF | 257,084 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,219 CHF | 257,269 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.99 % | 102.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,041 CHF | 257,091 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,961 CHF | 257,011 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.94 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,969 CHF | 257,019 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,145 CHF | 257,195 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 105.98 % | 106.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,761 CHF | 266,886 CHF | 100.00% | 100.00% |
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