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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% | 99.31 % | 100.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,295 CHF | 150,345 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 99.41 % | 100.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,103 CHF | 150,153 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.70% | 99.63 % | 100.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,304 CHF | 150,354 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.70% | 99.52 % | 100.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,524 CHF | 150,574 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 99.79 % | 100.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,714 CHF | 150,764 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 99.68 % | 100.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,599 CHF | 150,649 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 99.80 % | 100.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,902 CHF | 150,952 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.70% | 99.97 % | 100.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,960 CHF | 151,010 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 99.77 % | 100.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,638 CHF | 150,688 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.70% | 99.79 % | 100.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,637 CHF | 150,687 CHF | 100.00% | 100.00% |
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