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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% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,793 CHF | 255,838 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,414 CHF | 255,442 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,012 CHF | 255,037 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,408 CHF | 254,433 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,832 CHF | 253,857 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,119 CHF | 254,144 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,121 CHF | 254,146 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,952 CHF | 254,977 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,712 CHF | 253,737 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,450 CHF | 254,475 CHF | 100.00% | 100.00% |
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