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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 | 1.03% | 67.16 % | 67.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 101,090 CHF | 102,140 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 67.25 % | 67.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 101,083 CHF | 102,133 CHF | 89.37% | 89.37% |
| 18/11/2024 | 1.01% | 68.84 % | 69.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 103,014 CHF | 104,064 CHF | 99.67% | 99.67% |
| 15/11/2024 | 1.02% | 68.15 % | 68.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 102,910 CHF | 103,960 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 69.27 % | 69.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 103,343 CHF | 104,393 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 68.24 % | 68.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 102,465 CHF | 103,515 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 70.30 % | 71.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 105,853 CHF | 106,903 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.97% | 71.33 % | 72.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 107,413 CHF | 108,463 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.97% | 71.33 % | 72.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 107,271 CHF | 108,321 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.97% | 71.81 % | 72.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 108,028 CHF | 109,078 CHF | 100.00% | 100.00% |
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