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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 | - | 100.72 % | 101.42 % | 150,000 | 150,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 19/11/2024 | 0.70% | 98.98 % | 99.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,736 CHF | 149,786 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.70% | 99.27 % | 99.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,926 CHF | 149,976 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.70% | 98.75 % | 99.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,696 CHF | 149,746 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 99.50 % | 100.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,331 CHF | 150,381 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 99.19 % | 99.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,936 CHF | 149,986 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 99.26 % | 99.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,078 CHF | 150,128 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.70% | 99.68 % | 100.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,653 CHF | 150,703 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 99.56 % | 100.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,468 CHF | 150,518 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.70% | 99.61 % | 100.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,442 CHF | 150,492 CHF | 100.00% | 100.00% |
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