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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 | 0.69% | 101.38 % | 102.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,070 CHF | 153,120 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 101.35 % | 102.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,022 CHF | 153,072 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.69% | 101.34 % | 102.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,038 CHF | 153,088 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.69% | 101.33 % | 102.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,998 CHF | 153,048 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 101.33 % | 102.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,990 CHF | 153,040 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 101.27 % | 101.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,898 CHF | 152,948 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 101.27 % | 101.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,921 CHF | 152,971 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.69% | 101.29 % | 101.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,942 CHF | 152,992 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 101.24 % | 101.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,864 CHF | 152,914 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.69% | 101.23 % | 101.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,847 CHF | 152,897 CHF | 100.00% | 100.00% |
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