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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% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,396 CHF | 256,446 CHF | 99.30% | 99.30% |
| 22/11/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,101 CHF | 255,126 CHF | 99.98% | 99.98% |
| 20/11/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,373 CHF | 253,395 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,679 CHF | 251,679 CHF | 99.76% | 99.76% |
| 18/11/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,290 CHF | 253,314 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,485 CHF | 253,510 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,929 CHF | 253,954 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,659 CHF | 253,684 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,006 CHF | 255,031 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,935 CHF | 255,985 CHF | 100.00% | 100.00% |
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