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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.73% | 96.30 % | 97.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,230 CHF | 145,280 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.73% | 95.43 % | 96.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,748 CHF | 143,798 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.73% | 94.87 % | 95.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,807 CHF | 143,857 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 94.78 % | 95.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,174 CHF | 143,224 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.73% | 95.51 % | 96.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,082 CHF | 144,132 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.73% | 95.40 % | 96.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,451 CHF | 144,501 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 96.80 % | 97.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,987 CHF | 146,037 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.72% | 96.40 % | 97.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,673 CHF | 145,723 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.72% | 96.09 % | 96.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,487 CHF | 146,537 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.71% | 97.70 % | 98.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,705 CHF | 147,755 CHF | 100.00% | 100.00% |
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