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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% | 99.36 % | 100.15 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,599 CHF | 60,072 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 99.10 % | 99.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,514 CHF | 59,988 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 99.48 % | 100.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,694 CHF | 60,168 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 99.34 % | 100.13 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,668 CHF | 60,141 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 99.68 % | 100.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,695 CHF | 60,168 CHF | 99.68% | 99.68% |
| 13/11/2024 | 0.79% | 99.33 % | 100.12 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,569 CHF | 60,041 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 99.41 % | 100.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,669 CHF | 60,143 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 99.69 % | 100.48 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,839 CHF | 60,313 CHF | 84.65% | 84.65% |
| 08/11/2024 | 0.79% | 99.55 % | 100.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,604 CHF | 60,076 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 99.29 % | 100.08 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,604 CHF | 60,078 CHF | 100.00% | 100.00% |
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