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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 | 0.74% | 94.00 % | 94.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,785 CHF | 142,835 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 94.16 % | 94.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,614 CHF | 141,664 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.75% | 93.39 % | 94.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,787 CHF | 140,837 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.75% | 93.14 % | 93.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,296 CHF | 141,346 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 93.36 % | 94.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,188 CHF | 140,238 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.76% | 91.69 % | 92.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,410 CHF | 138,460 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 92.91 % | 93.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,212 CHF | 142,262 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.72% | 95.61 % | 96.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,384 CHF | 145,434 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 95.73 % | 96.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,701 CHF | 144,751 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.73% | 95.85 % | 96.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,836 CHF | 144,886 CHF | 100.00% | 100.00% |
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