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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 | 0.71% | 98.34 % | 99.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,681 CHF | 148,731 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 98.20 % | 98.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,176 CHF | 148,226 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.71% | 98.33 % | 99.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,492 CHF | 148,542 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.71% | 98.17 % | 98.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,865 CHF | 148,915 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 98.98 % | 99.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,423 CHF | 149,473 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 100.38 % | 101.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,519 CHF | 151,569 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 100.47 % | 101.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,856 CHF | 151,906 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.69% | 100.54 % | 101.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,862 CHF | 151,912 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 100.41 % | 101.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,620 CHF | 151,670 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.70% | 100.45 % | 101.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,544 CHF | 151,594 CHF | 100.00% | 100.00% |
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