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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 | 0.82% | 85.23 % | 85.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 127,297 CHF | 128,347 CHF | 90.38% | 90.38% |
| 19/11/2024 | 0.83% | 84.68 % | 85.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 126,341 CHF | 127,391 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.85% | 84.07 % | 84.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 123,581 CHF | 124,631 CHF | 92.05% | 92.05% |
| 15/11/2024 | 0.81% | 84.17 % | 84.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,444 CHF | 130,494 CHF | 84.99% | 84.99% |
| 14/11/2024 | 0.81% | 85.96 % | 86.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 128,386 CHF | 129,436 CHF | 93.02% | 93.02% |
| 13/11/2024 | 0.81% | 86.04 % | 86.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,102 CHF | 130,152 CHF | 92.03% | 92.03% |
| 12/11/2024 | 0.80% | 85.52 % | 86.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,883 CHF | 131,933 CHF | 96.78% | 96.78% |
| 11/11/2024 | 0.81% | 86.85 % | 87.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,157 CHF | 130,207 CHF | 67.14% | 67.14% |
| 08/11/2024 | 0.78% | 87.92 % | 88.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,166 CHF | 135,216 CHF | 94.20% | 94.20% |
| 07/11/2024 | 0.76% | 90.26 % | 90.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,367 CHF | 138,417 CHF | 95.88% | 95.88% |
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