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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 | 0.78% | 89.02 % | 89.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,528 CHF | 135,578 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.78% | 89.16 % | 89.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,325 CHF | 135,375 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.76% | 92.51 % | 93.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,305 CHF | 139,355 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.76% | 90.90 % | 91.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,812 CHF | 138,862 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 93.05 % | 93.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,055 CHF | 140,105 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.76% | 91.50 % | 92.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,469 CHF | 138,519 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.75% | 91.91 % | 92.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,729 CHF | 139,779 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.74% | 93.85 % | 94.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,372 CHF | 142,422 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.74% | 93.77 % | 94.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,121 CHF | 142,171 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.74% | 94.46 % | 95.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,998 CHF | 143,048 CHF | 100.00% | 100.00% |
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