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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% | 101.18 % | 101.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,790 CHF | 152,840 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 101.09 % | 101.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,613 CHF | 152,663 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.69% | 101.11 % | 101.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,736 CHF | 152,786 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.69% | 101.12 % | 101.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,673 CHF | 152,723 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 101.11 % | 101.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,665 CHF | 152,715 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 101.08 % | 101.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,598 CHF | 152,648 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 101.08 % | 101.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,655 CHF | 152,705 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.69% | 101.12 % | 101.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,651 CHF | 152,701 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 101.06 % | 101.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,589 CHF | 152,639 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.69% | 101.05 % | 101.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,592 CHF | 152,642 CHF | 100.00% | 100.00% |
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