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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 | 0.75% | 86.53 % | 87.18 % | 173,000 | 172,000 | 171,634 | 170,285 | 149,623 CHF | 149,560 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.75% | 87.06 % | 87.71 % | 172,000 | 171,000 | 170,967 | 169,671 | 149,617 CHF | 149,595 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.74% | 90.06 % | 90.73 % | 166,000 | 165,000 | 166,297 | 165,085 | 149,496 CHF | 149,513 CHF | 99.97% | 99.97% |
| 15/11/2024 | 0.75% | 88.76 % | 89.43 % | 168,000 | 167,000 | 166,415 | 165,207 | 149,510 CHF | 149,538 CHF | 99.95% | 99.95% |
| 14/11/2024 | 0.75% | 91.39 % | 92.08 % | 164,000 | 162,000 | 164,605 | 163,366 | 149,563 CHF | 149,552 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.75% | 89.46 % | 90.13 % | 167,000 | 166,000 | 166,748 | 165,506 | 149,520 CHF | 149,517 CHF | 99.96% | 99.96% |
| 12/11/2024 | 0.75% | 89.92 % | 90.59 % | 166,000 | 165,000 | 165,192 | 163,921 | 149,512 CHF | 149,482 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.74% | 91.92 % | 92.61 % | 163,000 | 161,000 | 161,773 | 160,603 | 149,597 CHF | 149,624 CHF | 99.97% | 99.97% |
| 08/11/2024 | 0.75% | 91.87 % | 92.56 % | 163,000 | 162,000 | 162,319 | 160,979 | 149,586 CHF | 149,462 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.75% | 92.50 % | 93.19 % | 162,000 | 160,000 | 161,221 | 159,980 | 149,600 CHF | 149,560 CHF | 100.00% | 100.00% |
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