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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 | 0.70% | 98.74 % | 99.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,431 CHF | 149,481 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 98.81 % | 99.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,330 CHF | 149,380 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.70% | 99.09 % | 99.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,639 CHF | 149,689 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.71% | 98.75 % | 99.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,288 CHF | 149,338 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 99.03 % | 99.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,627 CHF | 149,677 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 98.88 % | 99.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,347 CHF | 149,397 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 98.85 % | 99.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,529 CHF | 149,579 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.70% | 99.20 % | 99.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,801 CHF | 149,851 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 99.03 % | 99.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,608 CHF | 149,658 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.70% | 99.06 % | 99.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,585 CHF | 149,635 CHF | 100.00% | 100.00% |
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