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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% | 104.03 % | 104.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,022 CHF | 263,122 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 104.10 % | 104.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,751 CHF | 261,830 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.80% | 103.65 % | 104.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,499 CHF | 261,575 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 104.05 % | 104.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,556 CHF | 262,656 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 104.52 % | 105.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,310 CHF | 263,410 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 104.54 % | 105.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,976 CHF | 264,076 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 104.52 % | 105.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,094 CHF | 263,194 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 104.41 % | 105.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,617 CHF | 263,717 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 104.45 % | 105.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,492 CHF | 262,592 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 104.10 % | 104.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,417 CHF | 261,495 CHF | 100.00% | 100.00% |
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