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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% | 97.43 % | 98.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,409 CHF | 58,871 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 96.92 % | 97.69 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,318 CHF | 58,780 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 97.90 % | 98.68 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,703 CHF | 59,171 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 97.50 % | 98.27 % | 60,000 | 60,000 | 46,733 | 60,000 | 45,707 CHF | 59,155 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 98.16 % | 98.94 % | 60,000 | 50,000 | 60,000 | 55,382 | 58,728 CHF | 54,623 CHF | 99.68% | 99.68% |
| 13/11/2024 | 0.79% | 97.49 % | 98.26 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,569 CHF | 59,033 CHF | 98.89% | 100.00% |
| 12/11/2024 | 0.79% | 97.70 % | 98.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,741 CHF | 59,208 CHF | 75.05% | 100.00% |
| 11/11/2024 | 0.79% | 98.67 % | 99.45 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,253 CHF | 59,721 CHF | 80.42% | 84.64% |
| 08/11/2024 | 0.79% | 98.55 % | 99.33 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,026 CHF | 59,494 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 98.16 % | 98.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,967 CHF | 59,435 CHF | 100.00% | 100.00% |
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