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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% | 100.04 % | 100.83 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,038 CHF | 60,512 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 99.96 % | 100.75 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,004 CHF | 60,478 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.09 % | 100.88 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,063 CHF | 60,537 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.14 % | 100.93 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,090 CHF | 60,564 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.14 % | 100.93 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,084 CHF | 60,558 CHF | 99.67% | 99.67% |
| 13/11/2024 | 0.79% | 100.07 % | 100.86 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,055 CHF | 60,529 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.15 % | 100.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,091 CHF | 60,565 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.18 % | 100.97 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,124 CHF | 60,599 CHF | 84.64% | 84.64% |
| 08/11/2024 | 0.79% | 99.84 % | 100.63 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,915 CHF | 60,389 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 99.81 % | 100.60 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,833 CHF | 60,307 CHF | 100.00% | 100.00% |
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