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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% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,661 CHF | 253,686 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,592 CHF | 253,616 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,711 CHF | 255,747 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 102.14 % | 102.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,810 CHF | 256,860 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.60 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,371 CHF | 256,416 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,504 CHF | 256,553 CHF | 99.96% | 99.96% |
| 12/11/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,517 CHF | 254,545 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,094 CHF | 256,141 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,261 CHF | 255,287 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.22 % | 102.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,413 CHF | 254,438 CHF | 99.97% | 99.97% |
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