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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 | 1.02% | 67.50 % | 68.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 101,955 CHF | 103,005 CHF | 99.99% | 99.99% |
| 19/11/2024 | 1.03% | 68.20 % | 68.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 101,710 CHF | 102,760 CHF | 89.34% | 89.34% |
| 18/11/2024 | 1.01% | 68.96 % | 69.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 103,060 CHF | 104,110 CHF | 99.66% | 99.66% |
| 15/11/2024 | 1.00% | 68.71 % | 69.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 104,150 CHF | 105,200 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 69.96 % | 70.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 104,566 CHF | 105,616 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 68.17 % | 68.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 103,830 CHF | 104,880 CHF | 96.01% | 96.01% |
| 12/11/2024 | 0.99% | 69.93 % | 70.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 105,594 CHF | 106,644 CHF | 98.04% | 98.04% |
| 11/11/2024 | 0.97% | 71.21 % | 71.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 107,266 CHF | 108,316 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.97% | 70.83 % | 71.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 107,243 CHF | 108,293 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.99% | 71.12 % | 71.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 105,874 CHF | 106,924 CHF | 100.00% | 100.00% |
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