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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 | 0.71% | 98.24 % | 98.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,621 CHF | 148,671 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 98.56 % | 99.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,852 CHF | 148,902 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.71% | 98.78 % | 99.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,209 CHF | 149,259 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.71% | 98.66 % | 99.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,131 CHF | 149,181 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 98.58 % | 99.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,793 CHF | 148,843 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 98.45 % | 99.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,667 CHF | 148,717 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.71% | 97.37 % | 98.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,421 CHF | 147,471 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.71% | 97.81 % | 98.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,785 CHF | 147,835 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 97.41 % | 98.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,216 CHF | 147,266 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.72% | 97.57 % | 98.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,167 CHF | 147,217 CHF | 100.00% | 100.00% |
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