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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 | 0.69% | 101.56 % | 102.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,340 CHF | 153,390 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 101.55 % | 102.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,325 CHF | 153,375 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.69% | 101.55 % | 102.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,325 CHF | 153,375 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.69% | 101.55 % | 102.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,325 CHF | 153,375 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 101.55 % | 102.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,325 CHF | 153,375 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 101.54 % | 102.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,310 CHF | 153,360 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 101.53 % | 102.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,304 CHF | 153,354 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.69% | 101.53 % | 102.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,295 CHF | 153,345 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 101.52 % | 102.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,291 CHF | 153,341 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.69% | 101.52 % | 102.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,277 CHF | 153,327 CHF | 100.00% | 100.00% |
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