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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 | 0.84% | 81.82 % | 82.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 124,490 CHF | 125,540 CHF | 99.81% | 99.81% |
| 19/11/2024 | 0.85% | 81.80 % | 82.50 % | 150,000 | 150,000 | 150,000 | 149,994 | 123,279 CHF | 124,324 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.81% | 86.64 % | 87.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,522 CHF | 130,572 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.80% | 84.86 % | 85.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,214 CHF | 131,264 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 88.80 % | 89.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,222 CHF | 133,272 CHF | 99.47% | 99.47% |
| 13/11/2024 | 0.80% | 86.77 % | 87.47 % | 150,000 | 150,000 | 150,000 | 149,992 | 130,650 CHF | 131,693 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 87.82 % | 88.52 % | 150,000 | 150,000 | 150,000 | 149,966 | 133,205 CHF | 134,224 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.76% | 91.15 % | 91.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,848 CHF | 138,898 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.76% | 91.13 % | 91.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,753 CHF | 138,803 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.75% | 92.44 % | 93.14 % | 150,000 | 150,000 | 150,000 | 149,992 | 139,308 CHF | 140,351 CHF | 99.52% | 99.52% |
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