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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% | 98.58 % | 99.33 % | 152,000 | 151,000 | 151,710 | 150,634 | 149,550 CHF | 149,619 CHF | 99.98% | 99.98% |
| 19/11/2024 | 0.76% | 98.58 % | 99.33 % | 152,000 | 151,000 | 151,750 | 150,446 | 149,670 CHF | 149,512 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.76% | 98.93 % | 99.68 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,313 CHF | 149,449 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.76% | 98.79 % | 99.54 % | 151,000 | 150,000 | 151,079 | 150,027 | 149,265 CHF | 149,350 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.75% | 99.13 % | 99.88 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,507 CHF | 149,642 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.76% | 98.91 % | 99.66 % | 151,000 | 150,000 | 151,025 | 150,000 | 149,329 CHF | 149,440 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.76% | 98.81 % | 99.56 % | 151,000 | 150,000 | 151,003 | 150,000 | 149,296 CHF | 149,429 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.75% | 99.04 % | 99.79 % | 151,000 | 150,000 | 151,000 | 149,990 | 149,645 CHF | 149,769 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.76% | 98.91 % | 99.66 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,424 CHF | 149,560 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.75% | 99.05 % | 99.80 % | 151,000 | 150,000 | 151,000 | 149,994 | 149,691 CHF | 149,819 CHF | 100.00% | 100.00% |
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