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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% | 89.12 % | 89.83 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,578 CHF | 54,003 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 89.03 % | 89.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,924 CHF | 54,353 CHF | 74.02% | 74.02% |
| 18/11/2024 | 0.79% | 91.74 % | 92.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,957 CHF | 55,395 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 90.81 % | 91.53 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,950 CHF | 55,386 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 92.35 % | 93.08 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,124 CHF | 55,561 CHF | 99.70% | 99.70% |
| 13/11/2024 | 0.79% | 90.82 % | 91.54 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,624 CHF | 55,056 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 91.23 % | 91.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,035 CHF | 55,473 CHF | 97.73% | 97.73% |
| 11/11/2024 | 0.79% | 92.73 % | 93.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,874 CHF | 56,317 CHF | 84.63% | 84.63% |
| 08/11/2024 | 0.79% | 92.73 % | 93.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,551 CHF | 55,991 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 92.49 % | 93.22 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,653 CHF | 56,095 CHF | 100.00% | 100.00% |
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