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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 | 0.84% | 82.47 % | 83.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 123,827 CHF | 124,877 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 82.07 % | 82.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 122,927 CHF | 123,977 CHF | 89.40% | 89.40% |
| 18/11/2024 | 0.85% | 82.31 % | 83.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 123,105 CHF | 124,155 CHF | 99.65% | 99.65% |
| 15/11/2024 | 0.84% | 81.95 % | 82.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 124,018 CHF | 125,068 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 85.97 % | 86.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,035 CHF | 130,085 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 86.32 % | 87.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,776 CHF | 130,826 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 86.66 % | 87.36 % | 150,000 | 150,000 | 149,978 | 150,000 | 130,269 CHF | 131,338 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.80% | 87.56 % | 88.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,541 CHF | 132,591 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 87.29 % | 87.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,318 CHF | 132,368 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.79% | 87.74 % | 88.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,252 CHF | 133,302 CHF | 100.00% | 100.00% |
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