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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 | 0.75% | 99.75 % | 100.50 % | 150,000 | 149,000 | 149,845 | 148,611 | 149,678 CHF | 149,560 CHF | 99.96% | 99.96% |
| 19/11/2024 | 0.75% | 99.59 % | 100.34 % | 150,000 | 149,000 | 149,917 | 148,562 | 149,728 CHF | 149,489 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.75% | 100.10 % | 100.85 % | 149,000 | 148,000 | 149,868 | 148,568 | 149,743 CHF | 149,558 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.75% | 99.93 % | 100.68 % | 150,000 | 148,000 | 149,252 | 148,000 | 149,379 CHF | 149,236 CHF | 99.95% | 99.95% |
| 14/11/2024 | 0.75% | 100.11 % | 100.86 % | 149,000 | 148,000 | 149,337 | 148,174 | 149,475 CHF | 149,427 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.75% | 99.21 % | 99.96 % | 151,000 | 150,000 | 150,476 | 149,249 | 149,534 CHF | 149,434 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.75% | 99.25 % | 100.00 % | 151,000 | 150,000 | 150,058 | 149,006 | 149,247 CHF | 149,319 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.75% | 99.59 % | 100.34 % | 150,000 | 149,000 | 150,000 | 148,921 | 149,596 CHF | 149,636 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 99.58 % | 100.33 % | 150,000 | 149,000 | 149,998 | 148,831 | 149,700 CHF | 149,650 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.75% | 100.22 % | 100.97 % | 149,000 | 148,000 | 149,451 | 148,411 | 149,541 CHF | 149,622 CHF | 100.00% | 100.00% |
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