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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 | 1.61% | 61.46 % | 62.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 92,689 CHF | 94,189 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.61% | 61.60 % | 62.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 92,505 CHF | 94,005 CHF | 89.38% | 89.38% |
| 18/11/2024 | 1.58% | 62.66 % | 63.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 93,974 CHF | 95,474 CHF | 99.68% | 99.68% |
| 15/11/2024 | 1.58% | 62.51 % | 63.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 94,341 CHF | 95,841 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.56% | 63.91 % | 64.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 95,392 CHF | 96,892 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.56% | 63.36 % | 64.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 95,222 CHF | 96,722 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.56% | 63.43 % | 64.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 95,495 CHF | 96,995 CHF | 98.75% | 98.75% |
| 11/11/2024 | 1.54% | 64.39 % | 65.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 96,836 CHF | 98,336 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.54% | 64.05 % | 65.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 96,375 CHF | 97,875 CHF | 99.84% | 99.84% |
| 07/11/2024 | 1.53% | 64.69 % | 65.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 97,143 CHF | 98,643 CHF | 100.00% | 100.00% |
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