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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 | 1.01% | 69.01 % | 69.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 103,863 CHF | 104,913 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.01% | 69.12 % | 69.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 103,891 CHF | 104,941 CHF | 89.35% | 89.35% |
| 18/11/2024 | 0.99% | 70.78 % | 71.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 105,992 CHF | 107,042 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.99% | 70.10 % | 70.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 105,862 CHF | 106,912 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 71.21 % | 71.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 106,236 CHF | 107,286 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.99% | 70.13 % | 70.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 105,294 CHF | 106,344 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 70.32 % | 71.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 105,903 CHF | 106,953 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.97% | 71.40 % | 72.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 107,550 CHF | 108,600 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.97% | 71.42 % | 72.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 107,408 CHF | 108,458 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.77% | 89.75 % | 90.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,171 CHF | 137,221 CHF | 99.87% | 99.87% |
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