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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 | 0.76% | 98.69 % | 99.44 % | 151,000 | 150,000 | 151,202 | 150,011 | 149,429 CHF | 149,377 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.76% | 98.93 % | 99.68 % | 151,000 | 150,000 | 151,063 | 150,035 | 149,310 CHF | 149,419 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.76% | 98.79 % | 99.54 % | 151,000 | 150,000 | 151,526 | 150,000 | 149,538 CHF | 149,158 CHF | 99.99% | 99.99% |
| 15/11/2024 | 0.76% | 99.00 % | 99.75 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,403 CHF | 149,538 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 99.01 % | 99.76 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,366 CHF | 149,502 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.76% | 98.74 % | 99.49 % | 151,000 | 150,000 | 151,594 | 150,465 | 149,504 CHF | 149,519 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.76% | 98.69 % | 99.44 % | 151,000 | 150,000 | 151,001 | 150,000 | 149,418 CHF | 149,553 CHF | 99.97% | 99.97% |
| 11/11/2024 | 0.75% | 99.12 % | 99.87 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,671 CHF | 149,805 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.76% | 98.79 % | 99.54 % | 151,000 | 150,000 | 151,062 | 150,000 | 149,231 CHF | 149,308 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.76% | 98.93 % | 99.68 % | 151,000 | 150,000 | 151,070 | 150,070 | 149,330 CHF | 149,467 CHF | 100.00% | 100.00% |
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