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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 | - | 98.88 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 19/11/2024 | - | 99.49 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 88.87% |
| 18/11/2024 | 0.69% | 99.65 % | 100.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,448 CHF | 152,498 CHF | 97.95% | 97.95% |
| 15/11/2024 | 0.69% | 100.91 % | 101.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,713 CHF | 152,763 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 100.99 % | 101.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,615 CHF | 152,665 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 100.75 % | 101.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,328 CHF | 152,378 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 100.70 % | 101.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,067 CHF | 152,117 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.69% | 100.60 % | 101.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,100 CHF | 152,150 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 100.25 % | 100.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,904 CHF | 150,954 CHF | 99.83% | 99.83% |
| 07/11/2024 | - | 99.72 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
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