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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% | 101.39 % | 102.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,514 CHF | 256,561 CHF | 99.86% | 99.86% |
| 19/11/2024 | 0.80% | 102.58 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,625 CHF | 258,686 CHF | 99.46% | 99.46% |
| 18/11/2024 | 0.80% | 103.12 % | 103.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,484 CHF | 260,559 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 103.19 % | 104.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,197 CHF | 260,272 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 103.55 % | 104.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,595 CHF | 260,670 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 103.43 % | 104.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,012 CHF | 262,104 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 104.19 % | 105.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,519 CHF | 263,619 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.80% | 104.76 % | 105.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,974 CHF | 264,074 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 104.63 % | 105.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,529 CHF | 262,629 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 104.45 % | 105.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,622 CHF | 261,701 CHF | 100.00% | 100.00% |
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