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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 | 0.69% | 101.74 % | 102.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,691 CHF | 153,741 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 101.64 % | 102.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,429 CHF | 153,479 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.69% | 101.70 % | 102.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,478 CHF | 153,528 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.69% | 101.65 % | 102.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,524 CHF | 153,574 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 101.76 % | 102.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,607 CHF | 153,657 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 101.83 % | 102.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,583 CHF | 153,633 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 101.60 % | 102.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,608 CHF | 153,658 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.69% | 101.77 % | 102.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,685 CHF | 153,735 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 101.68 % | 102.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,504 CHF | 153,554 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.69% | 101.68 % | 102.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,536 CHF | 153,586 CHF | 100.00% | 100.00% |
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