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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 | 0.79% | 94.38 % | 95.13 % | 60,000 | 60,000 | 45,556 | 60,000 | 43,161 CHF | 57,323 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 94.16 % | 94.91 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,630 CHF | 57,079 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 95.88 % | 96.64 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,312 CHF | 57,768 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 94.70 % | 95.45 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,137 CHF | 57,591 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 97.02 % | 97.79 % | 10,000 | 60,000 | 12,659 | 60,000 | 12,199 CHF | 58,357 CHF | 99.71% | 99.71% |
| 13/11/2024 | 0.79% | 95.25 % | 96.01 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,451 CHF | 57,907 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 96.28 % | 97.04 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,820 CHF | 58,277 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 97.24 % | 98.01 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,423 CHF | 58,885 CHF | 84.67% | 84.67% |
| 08/11/2024 | 0.79% | 97.36 % | 98.13 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,404 CHF | 58,866 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 97.52 % | 98.29 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,529 CHF | 58,991 CHF | 100.00% | 100.00% |
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