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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 | 0.83% | 81.19 % | 81.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 125,327 CHF | 126,377 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.82% | 83.68 % | 84.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 126,788 CHF | 127,838 CHF | 3.38% | 3.38% |
| 18/11/2024 | 0.81% | 85.93 % | 86.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,497 CHF | 130,547 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.79% | 87.14 % | 87.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,660 CHF | 132,710 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 87.80 % | 88.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,776 CHF | 130,826 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 84.88 % | 85.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 128,609 CHF | 129,659 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 84.66 % | 85.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 128,978 CHF | 130,028 CHF | 94.27% | 94.27% |
| 11/11/2024 | 0.79% | 88.77 % | 89.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,320 CHF | 133,370 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 86.63 % | 87.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,190 CHF | 131,240 CHF | 99.51% | 99.51% |
| 07/11/2024 | 0.79% | 89.47 % | 90.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,200 CHF | 134,250 CHF | 64.51% | 64.51% |
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