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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% | 94.75 % | 95.50 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,826 CHF | 57,276 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 94.30 % | 95.05 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,838 CHF | 57,290 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 95.98 % | 96.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,531 CHF | 57,987 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 95.37 % | 96.13 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,510 CHF | 57,966 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 96.29 % | 97.05 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,599 CHF | 58,057 CHF | 99.67% | 99.67% |
| 13/11/2024 | 0.79% | 95.36 % | 96.12 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,312 CHF | 57,768 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 95.63 % | 96.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,570 CHF | 58,027 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 96.61 % | 97.38 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,072 CHF | 58,534 CHF | 84.64% | 84.64% |
| 08/11/2024 | 0.79% | 96.41 % | 97.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,787 CHF | 58,244 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 96.09 % | 96.85 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,756 CHF | 58,213 CHF | 100.00% | 100.00% |
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