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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% | 98.52 % | 99.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,587 CHF | 149,637 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 98.90 % | 99.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,467 CHF | 148,517 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.70% | 99.07 % | 99.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,565 CHF | 149,615 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.70% | 99.27 % | 99.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,643 CHF | 149,693 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 98.39 % | 99.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,333 CHF | 148,383 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 98.35 % | 99.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,017 CHF | 149,067 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 99.03 % | 99.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,887 CHF | 149,937 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.69% | 101.67 % | 102.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,935 CHF | 152,985 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 100.85 % | 101.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,598 CHF | 152,648 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.69% | 100.48 % | 101.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,629 CHF | 151,679 CHF | 100.00% | 100.00% |
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