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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.80% | 102.13 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,838 CHF | 256,888 CHF | 99.23% | 99.23% |
| 22/11/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,584 CHF | 254,609 CHF | 99.91% | 99.91% |
| 20/11/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,319 CHF | 253,340 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,263 CHF | 252,268 CHF | 99.64% | 99.64% |
| 18/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,341 CHF | 252,351 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,653 CHF | 256,701 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 102.90 % | 103.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,610 CHF | 258,671 CHF | 99.94% | 99.94% |
| 13/11/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,445 CHF | 256,483 CHF | 99.96% | 99.96% |
| 12/11/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,066 CHF | 259,138 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,978 CHF | 259,046 CHF | 100.00% | 100.00% |
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