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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% | 97.64 % | 98.41 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,533 CHF | 58,995 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 97.40 % | 98.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,511 CHF | 58,973 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 97.96 % | 98.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,739 CHF | 59,207 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 97.67 % | 98.44 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,588 CHF | 59,053 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 97.62 % | 98.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,305 CHF | 58,766 CHF | 99.70% | 99.70% |
| 13/11/2024 | 0.79% | 96.64 % | 97.41 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,888 CHF | 58,347 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 95.93 % | 96.69 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,765 CHF | 58,223 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 97.40 % | 98.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,306 CHF | 58,768 CHF | 84.65% | 84.65% |
| 08/11/2024 | 0.79% | 97.51 % | 98.28 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,648 CHF | 59,112 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 98.83 % | 99.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,235 CHF | 59,703 CHF | 100.00% | 100.00% |
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