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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 | 0.70% | 100.05 % | 100.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,210 CHF | 151,260 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 99.78 % | 100.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,620 CHF | 150,670 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.70% | 100.07 % | 100.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,301 CHF | 151,351 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.70% | 100.04 % | 100.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,296 CHF | 151,346 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 100.33 % | 101.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,416 CHF | 151,466 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 100.22 % | 100.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,261 CHF | 151,311 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 100.05 % | 100.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,475 CHF | 151,525 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.68% | 103.02 % | 103.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,651 CHF | 155,701 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 102.78 % | 103.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,371 CHF | 155,421 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.68% | 101.83 % | 102.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,769 CHF | 153,819 CHF | 100.00% | 100.00% |
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