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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 | 0.79% | 100.79 % | 101.59 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,507 CHF | 60,987 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 100.68 % | 101.48 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,407 CHF | 60,887 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.73 % | 101.53 % | 60,000 | 60,000 | 60,000 | 33,837 | 60,438 CHF | 34,354 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.78 % | 101.58 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,466 CHF | 60,946 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.67 % | 101.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,402 CHF | 60,882 CHF | 99.69% | 99.69% |
| 13/11/2024 | 0.79% | 100.58 % | 101.38 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,381 CHF | 60,861 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.55 % | 101.35 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,395 CHF | 60,875 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.69 % | 101.49 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,398 CHF | 60,878 CHF | 84.64% | 84.64% |
| 08/11/2024 | 0.79% | 100.57 % | 101.37 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,390 CHF | 60,870 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.70 % | 101.50 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,405 CHF | 60,885 CHF | 100.00% | 100.00% |
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