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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 | 0.70% | 99.79 % | 100.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,091 CHF | 151,141 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 99.65 % | 100.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,361 CHF | 150,411 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.70% | 99.99 % | 100.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,934 CHF | 150,984 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.70% | 99.92 % | 100.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,988 CHF | 151,038 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 100.09 % | 100.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,962 CHF | 151,012 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 99.89 % | 100.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,782 CHF | 150,832 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 99.98 % | 100.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,366 CHF | 151,416 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.70% | 100.36 % | 101.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,534 CHF | 151,584 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 100.04 % | 100.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,167 CHF | 151,217 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.70% | 100.36 % | 101.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,462 CHF | 151,512 CHF | 100.00% | 100.00% |
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