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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% | 100.73 % | 101.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,247 CHF | 152,297 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 100.52 % | 101.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,724 CHF | 151,774 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.69% | 100.79 % | 101.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,377 CHF | 152,427 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.69% | 100.90 % | 101.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,367 CHF | 152,417 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 100.90 % | 101.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,339 CHF | 152,389 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 100.93 % | 101.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,254 CHF | 152,304 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 100.70 % | 101.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,441 CHF | 152,491 CHF | 98.76% | 98.76% |
| 11/11/2024 | 0.69% | 101.09 % | 101.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,680 CHF | 152,730 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 101.06 % | 101.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,563 CHF | 152,613 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.69% | 101.07 % | 101.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,603 CHF | 152,653 CHF | 100.00% | 100.00% |
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